分数阶Ornstein-Uhlenbeck过程驱动的泛函SDEs的Harnack不等式

IF 2.5 2区数学 Q1 MATHEMATICS

Fractional Calculus and Applied Analysis Pub Date : 2025-04-22 DOI:10.1007/s13540-025-00399-0

Zhi Li, Meiqian Liu, Liping Xu

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引用次数: 0

摘要

基于测度变化耦合和近似技术，建立了一类具有Hurst参数\(0<H<1/2\)的分数阶Ornstein-Uhlenbeck过程驱动的随机泛函微分方程的Harnack不等式。利用分数阶布朗运动的变换公式，建立了Hurst参数为\(1/2<H<1\)的分数阶Ornstein-Uhlenbeck过程驱动的随机泛函微分方程的Harnack不等式。

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Harnack inequalities for functional SDEs driven by fractional Ornstein-Uhlenbeck process

Being based on coupling by change of measure and an approximation technique, the Harnack inequalities for a class of stochastic functional differential equations driven by fractional Ornstein-Uhlenbeck process with Hurst parameter \(0<H<1/2\) are established. By using a transformation formulas for fractional Brownian motion, the Harnack inequalities for stochastic functional differential equations driven by fractional Ornstein-Uhlenbeck process with Hurst parameter \(1/2<H<1\) are established.

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来源期刊

Fractional Calculus and Applied Analysis MATHEMATICS, APPLIED-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

CiteScore

4.70

自引率

16.70%

发文量

101

期刊介绍： Fractional Calculus and Applied Analysis (FCAA, abbreviated in the World databases as Fract. Calc. Appl. Anal. or FRACT CALC APPL ANAL) is a specialized international journal for theory and applications of an important branch of Mathematical Analysis (Calculus) where differentiations and integrations can be of arbitrary non-integer order. The high standards of its contents are guaranteed by the prominent members of Editorial Board and the expertise of invited external reviewers, and proven by the recently achieved high values of impact factor (JIF) and impact rang (SJR), launching the journal to top places of the ranking lists of Thomson Reuters and Scopus.