{
  "id": "1202.3627",
  "version": "v1",
  "published": "2012-02-16T15:42:51.000Z",
  "updated": "2012-02-16T15:42:51.000Z",
  "title": "Harnack Inequalities and Applications for Stochastic Differential Equations Driven by Fractional Brownian Motion",
  "authors": [
    "Xi-Liang Fan"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-02-16T15:42:51.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic differential equations driven",
      "fractional brownian motion",
      "harnack inequalities",
      "applications",
      "strong feller property"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1202.3627F"
    }
  }
}