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

Abstract

In the paper, Harnack inequalities are established for stochastic differential equations 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.

References in corpus (2)

• Harnack inequality and applications for stochastic generalized porous media equations
• Harnack Inequalities for Functional SDEs with Multiplicative Noise and Applications