Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion

Xi-Liang Fan

Published 2012-02-16Version 1

In the paper, Harnack inequalities are established for stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H<1/2$. As applications, strong Feller property, log-Harnack inequality and entropy-cost inequality are given.