Harnack type inequalities for SDEs driven by fractional Brownian motion with Markovian switching

DOI10.1007/s10473-023-0323-0zbMath1524.60132MaRDI QIDQ6101864

Wenyi Pei, Zhen Long Chen, Litan Yan

Publication date: 5 May 2023

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionstochastic differential equationsMarkovian switchingHarnack-type inequalities

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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