Back to Search
Start Over
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes.
- 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