HARNACK TYPE INEQUALITIES FOR SDES DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH MARKOVIAN SWITCHING

作     者：裴雯熠 闫理坦 陈振龙 Wenyi PEI;Litan YAN;Zhenlong CHEN

作者机构：School of Statistics and MathematicsZhejiang Gongshang UniversityZhejiang310018China Collaborative Innovation Center of Statistical Data EngineeringTechnology&ApplicationZhejiang Gongshang UniversityZhejiang310018China Department of StatisticsDonghua UniversityShanghai201620China 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2023年第43卷第3期

页      面：1403-1414页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：The research of L.Yan was partially supported bythe National Natural Science Foundation of China (11971101) The research of Z.Chen was supported by National Natural Science Foundation of China (11971432) the Natural Science Foundation of Zhejiang Province (LY21G010003) supported by the Collaborative Innovation Center of Statistical Data Engineering Technology & Application the Characteristic & Preponderant Discipline of Key Construction Universities in Zhejiang Province (Zhejiang Gongshang University-Statistics) the First Class Discipline of Zhejiang-A (Zhejiang Gongshang University-Statistics) 

主　　题：stochastic differential equations Harnack type inequalities fractional Brownian motion Markovian switching 

摘      要：In this paper, by constructing a coupling equation, we establish the Harnack type inequalities for stochastic differential equations driven by fractional Brownian motion with Markovian switching. The Hurst parameter H is supposed to be in(1/2, 1). As a direct application, the strong Feller property is presented.