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

• 来源期刊: 偏微分方程（英文版）
• 学科: 数学
• 关键词: Fractional Brownian motion Harnack inequality strong Feller property
• 年，卷（期）: 2017,（1）
• 页码范围: 84-94
• 页数: 11页
• 分类号: O211.63
• 语种: 英文
• DOI: 10.4208/jpde.v30.n1.7

摘要

In this paper,by using a semimartingale approximation of a fractional stochastic integration,the global Harnack inequalities for stochastic retarded differential equations driven by fractional Brownian motion with Hurst parameter 0 ＜ H ＜ 1 are established.As applications,strong Feller property,log-Harnack inequality and entropycost inequality are given.