Harnack inequality and derivative formula for SDE driven by fractional Brownian motion
type: Item
instance of: scholarly article
title: Harnack inequality and derivative formula for SDE driven by fractional Brownian motion
title: Harnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion
zbMATH Open document ID: 1273.60068
zbMATH Open document ID: 1304.60072
DOI: 10.1080/07362994.2014.907745
DOI: 10.1007/S11425-013-4569-1
author: Xiliang Fan
published in: Stochastic Analysis and Applications
publication date: 2013-08-22T00:00:00Z
publication date: 2014-08-08T00:00:00Z
full work available at URL: https://arxiv.org/abs/1310.5932
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 47D07
zbMATH DE Number: 6200366
zbMATH DE Number: 6328229
zbMATH Keywords: Harnack inequality
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: Harnack inequalities
zbMATH Keywords: coupling
MaRDI profile type: Publication
OpenAlex ID: W2261553212
OpenAlex ID: W2762876790
arXiv ID: 1310.5932
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reviewed by: Carles Rovira
description: scientific article; zbMATH DE number 6328229
alternative label: Harnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion