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

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发表日期：

2025年4月22日

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Zhi Li,
Meiqian Liu,
Liping Xu

摘要

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 $0<H<1/2$ $0 < H < 1 / 2$ 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 $1/2<H<1$ $1 / 2 < H < 1$ are established.