Derivative formulas and applications for degenerate SDEs with fractional noises

Abstract

For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H>1/2$, the derivative formulas are established by using Malliavin calculus and coupling method, respectively. Furthermore, we find some relation between these two approaches. As applications, the (log) Harnack inequalities and the hyperbounded property are presented.

References in corpus (4)

• Formulae for the derivatives of heat semigroups
• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
• Harnack Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion
• Derivative Formula and Harnack Inequality for Linear SDEs Driven by Lévy Processes

Cited by in corpus (1)

• A study on the fractional Gruschin type process