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

Authors :
Xu, Liping
Yan, Litan
Li, Zhi
Source :
Stochastic Analysis & Applications. 2024, Vol. 42 Issue 3, p622-641. 20p.
Publication Year :
2024

Abstract

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
07362994
Volume :
42
Issue :
3
Database :
Academic Search Index
Journal :
Stochastic Analysis & Applications
Publication Type :
Academic Journal
Accession number :
177165403
Full Text :
https://doi.org/10.1080/07362994.2024.2326499