Harnack inequalities for SDEs driven by subordinator fractional Brownian motion

DOI10.1016/J.SPL.2017.10.015zbMath1390.60215OpenAlexW2767434208MaRDI QIDQ1698246

Litan Yan, Zhi Li

Publication date: 15 February 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.10.015

zbMATH Keywords

Harnack inequalityfractional Brownian motionsubordinator

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (2)

Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion ⋮ Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

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