| Autor: |
ZHI LI, YARONG PENG, LITAN YAN |
| Předmět: |
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| Zdroj: |
Journal of Mathematical Inequalities; Dec2022, Vol. 16 Issue 4, p1429-1453, 25p |
| Abstrakt: |
Being base on coupling by change of measure and an approximation technique, the Harnack inequalities for a class of stochastic functional differential equations driven by subordinate fractional Brownian motion with Hurst parameter 0 < H < 1/2 are established. By using a transformation formulas for fractional Brownian motion, the Harnack inequalities for stochastic functional differential equations driven by subordinate fractional Brownian motion with Hurst parameter 1/2 < H < 1 are established. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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