Article ID Journal Published Year Pages File Type
7548760 Statistics & Probability Letters 2018 14 Pages PDF
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.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Harnack inequalities for SDEs driven by subordinator fractional Brownian motion
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