Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

IF 0.9 4区 数学 Q2 MATHEMATICS
Zhi Li, Li an Yan, Lip ng Xu
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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.
从属多分数布朗运动驱动的泛函SDEs的Harnack不等式
。基于可由多分数阶导数算子构造的多分数阶布朗运动的Girsanov定理,用近似方法建立了一类由隶属多分数阶布朗运动驱动的随机泛函微分方程的Harnack不等式。
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来源期刊
CiteScore
2.30
自引率
10.00%
发文量
59
审稿时长
6-12 weeks
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.
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