supported by the National Natural Science Foundation of China(10901003);the Natural Science Foundation of Anhui Province(KJ2013B288);the Students Innovation Training Project of Anhui Province(AH201410379079)
The National Natural Science Foundation of China(10901003);the Key Project of Chinese Ministry of Education(211077);the Natural Science Foundation of Education Department of Anhui Province(KJ2011Z362)
Supported by the National Natural Science Foundation of China (10901003);the Key Project of Chinese Ministry of Education (211077);the Anhui Provincial Natural Science Foundation(1208085MA11)
supported by National Natural Science Foundation of China(Grant Nos.11131003 and 10901003);Specialized Research Fund for the Doctoral Program of Higher Education(Grant No.20100003110005);the Laboratory of Mathematical and Complex Systems;the Fundamental Research Funds for the Central Universities;Key Project of Chinese Ministry of Education(Grant No.211077)
In the paper, Harnack inequality and derivative formula are established for stochastic differential equation driven by fractional Brownian motion with Hurst parameter H < 1/2. As applications, strong Feller property, ...
supported by the National Natural Science Foundation of China(10901003);the Natural Science Foundation of Education Department of Anhui Province(KJ2012ZD01);the Philosophy and Social Science Planning Foundation of Anhui Province(AHSK11-12D128);the Anhui Provincial Natural Science Foundation (10040606Q30)