Shift Harnack inequality and integration by parts formula for functional SDEs driven by fractional Brownian motion (Q2796736)

The author applies a transformation formula for fractional Brownian motion in order to establish the shift Harnack inequality and the integration by parts formula for the segment process in a stochastic functional differential equation driven by fractional Brownian motion with Hurst parameter \(1/2 < H < 1\). The diffusion coefficient equals 1, so the equation under consideration has additive noise. Under Lipschitz conditions, an existence-uniqueness result is established, and then the main result is obtained.