Shift Harnack inequality and integration by parts formula for functional SDEs driven by fractional Brownian motion
DOI10.1090/proc/12915zbMath1337.60125OpenAlexW2328970063MaRDI QIDQ2796736
Publication date: 29 March 2016
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/proc/12915
fractional Brownian motionintegration by parts formulashift Harnack inequalitystochastic functional differential equationsegment process
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integrals (60H05)
Related Items (3)
Cites Work
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