Harnack inequalities for SDEs driven by time-changed fractional Brownian motions (Q2411861)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Harnack inequalities for SDEs driven by time-changed fractional Brownian motions |
scientific article |
Statements
Harnack inequalities for SDEs driven by time-changed fractional Brownian motions (English)
0 references
25 October 2017
0 references
Harnack inequality
0 references
fractional Brownian motion
0 references
random time-change
0 references
stochastic differential equation
0 references
