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Harnack inequalities for SDEs driven by subordinator fractional Brownian motion.
- Source :
-
Statistics & Probability Letters . Mar2018, Vol. 134, p45-53. 9p. - Publication Year :
- 2018
-
Abstract
- By using a transformation formulas for fractional Brownian motion, the Harnack inequalities for stochastic differential equations driven by subordinator fractional Brownian motion with Hurst parameter H ∈ ( 1 ∕ 2 , 1 ) are established. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 134
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 127671288
- Full Text :
- https://doi.org/10.1016/j.spl.2017.10.015