Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes

被引：0
|
作者：
Xu, Liping [1 ]
Yan, Litan [2 ]
Li, Zhi [1 ]
机构：
[1] Yangtze Univ, Sch Informat & Math, Jingzhou, Peoples R China
[2] Donghua Univ, Coll Sci, Dept Stat, Shanghai, Peoples R China
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 2024年 / 42卷 / 03期
关键词：
Harnack inequality; Volterra-Gaussian processes; Subordinator; Sonine pairs; STOCHASTIC DIFFERENTIAL-EQUATIONS; EVOLUTION EQUATIONS; FORMULAS; NOISE;
D O I：
10.1080/07362994.2024.2326499
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Based on the Girsanov theorem for a kind of Volterra-Gaussian process, which are the generalization of fractional Brownian motion, Liouville fractional Brownian motion, and fractional Ornstein-Uhlenbeck process, we establish the Harnack inequalities for a class of stochastic functional differential equations driven by a kind of Volterra-Gaussian processes with a subordinator by an approximation technique. Some known results have been generalized and improved.
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页码：622 / 641
页数：20
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