Harnack Inequality and Applications for Stochastic Retarded Differential Equations Driven by Fractional Brownian Motion
Year: 2017
Author: Min Liu, Liping Xu, Zhi Li, Zhong Chen
Journal of Partial Differential Equations, Vol. 30 (2017), Iss. 1 : pp. 84–94
Abstract
In this paper, by using a semimartingale approximation of a fractional stochastic integration, the global Harnack inequalities for stochastic retarded differential equations driven by fractional Brownian motion with Hurst parameter 0 ‹ H ‹ 1 are established. As applications, strong Feller property, log-Harnack inequality and entropycost inequality are given.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/jpde.v30.n1.7
Journal of Partial Differential Equations, Vol. 30 (2017), Iss. 1 : pp. 84–94
Published online: 2017-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 11
Keywords: Fractional Brownian motion