{"title":"Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion","authors":"Zhi Li, Li an Yan, Lip ng Xu","doi":"10.7153/mia-2021-24-80","DOIUrl":null,"url":null,"abstract":". Being base on the Girsanov theorem for multifractional Brownian motion, which can be constructed by the multifractional derivative operator, we establish the Harnack inequalities for a class of stochastic functional differential equations driven by subordinate multifractional Brownian motion by an approximation technique.","PeriodicalId":49868,"journal":{"name":"Mathematical Inequalities & Applications","volume":"7 1","pages":""},"PeriodicalIF":0.9000,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematical Inequalities & Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.7153/mia-2021-24-80","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 1
Abstract
. Being base on the Girsanov theorem for multifractional Brownian motion, which can be constructed by the multifractional derivative operator, we establish the Harnack inequalities for a class of stochastic functional differential equations driven by subordinate multifractional Brownian motion by an approximation technique.
期刊介绍:
''Mathematical Inequalities & Applications'' (''MIA'') brings together original research papers in all areas of mathematics, provided they are concerned with inequalities or their role. From time to time ''MIA'' will publish invited survey articles. Short notes with interesting results or open problems will also be accepted. ''MIA'' is published quarterly, in January, April, July, and October.