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

作     者：LIU Min XU Liping LI Zhi CHEN Zhong 

作者机构：School of Information and MathematicsYangtze UniversityJingzhou 434023China 

出 版 物：《Journal of Partial Differential Equations》 (偏微分方程（英文版）)

年 卷 期：2017年第30卷第1期

页      面：84-94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：This research is partially supported by the NNSF of China (No. 61273179) and Natural Science Foundation of Hubei Province (No. 2016CFB479) 

主　　题：Fractional Brownian motion Harnack inequality strong Feller property. 

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.