摘要
In the paper, Harnack inequality and derivative formula are established for stochastic differential equation driven by fractional Brownian motion with Hurst parameter H < 1/2. As applications, strong Feller property, log-Harnack inequality and entropy-cost inequality are given.
In the paper, Harnack inequality and derivative formula are established for stochastic differential equation driven by fractional Brownian motion with Hurst parameter H 1/2. As applications, strong Feller property, log-Harnack inequality and entropy-cost inequality are given.
基金
supported by National Natural Science Foundation of China(Grant Nos.11131003 and 10901003)
Specialized Research Fund for the Doctoral Program of Higher Education(Grant No.20100003110005)
the Laboratory of Mathematical and Complex Systems
the Fundamental Research Funds for the Central Universities
Key Project of Chinese Ministry of Education(Grant No.211077)
