Derivative Formulas and Applications for Degenerate SDEs with Fractional Noises

  • 报告人: 范锡良 安徽师范大学
  • 报告地址: 长江数学中心409报告厅
  • 报告时间: 5月13日 15:30--16:20
  • 主题摘要:
For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter H > 1/2, the derivative formulas are established by using Malliavin calculus and coupling method, respectively. Furthermore, we find some relation between these two approaches. As applications, the (log) Harnack inequalities and the hyperbounded property are presented.