Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion

DOI10.1515/ROSE-2014-0020zbMath1327.60120OpenAlexW1988351063MaRDI QIDQ490364

Zhi Li, Luo, Jiaowan

Publication date: 22 January 2015

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2014-0020

zbMATH Keywords

fractional Brownian motionstrong Feller propertyHarnack inequalitiesfunctional stochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)

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