Harnack inequality and derivative formula for SDE driven by fractional Brownian motion (Q362535)
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scientific article; zbMATH DE number 6328229
- Harnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Harnack inequality and derivative formula for SDE driven by fractional Brownian motion |
scientific article; zbMATH DE number 6328229 |
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Harnack inequality and derivative formula for SDE driven by fractional Brownian motion (English)
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Harnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion (English)
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22 August 2013
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8 August 2014
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Harnack inequality
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stochastic differential equation
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fractional Brownian motion
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Harnack inequalities
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coupling
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0.9376444816589355
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0.9122555255889891
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0.903546929359436
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0.8946440815925598
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0.8936296701431274
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