Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion

Details Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion

2012-02-16

arxiv.org/abs/1202.3627v1

Mathematics

Probability

Scientific paper

In the paper, Harnack inequalities are established for stochastic
differential equations driven by fractional Brownian motion with Hurst
parameter $H<1/2$. As applications, strong Feller property, log-Harnack
inequality and entropy-cost inequality are given.

Affiliated with

Also associated with

No associations

Rating

Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-125813