HARNACK TYPE INEQUALITIES FOR SDES DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH MARKOVIAN SWITCHING*

doi:10.1007/s10473-023-0323-0

Acta mathematica scientia,Series B ›› 2023, Vol. 43 ›› Issue (3): 1403-1414.doi: 10.1007/s10473-023-0323-0

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HARNACK TYPE INEQUALITIES FOR SDES DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH MARKOVIAN SWITCHING^*

Wenyi Pei^1,†, Litan Yan², Zhenlong Chen³

1. School of Statistics and Mathematics, Zhejiang Gongshang University, Zhejiang 310018, China; Collaborative Innovation Center of Statistical Data Engineering, Technology & Application,Zhejiang Gongshang University, Hangzhou 310018, China;;
2. Department of Statistics, Donghua University, Shanghai 201620, China;
3. School of Statistics and Mathematics, Zhejiang Gongshang University,Hangzhou 310018, China

Received:2021-12-16 Revised:2022-07-05 Online:2023-06-25 Published:2023-06-06
Contact: ^† Wenyi Pei, E-mail: peiwenyi@163.com
About author:Litan Yan, E-mail: litanyan@dhu.edu.cn;Zhenlong Chen, E-mail: zlchenv@163.com
Supported by:
The research of L. Yan was partially supported by the National Natural Science Foundation of China (11971101). The research of Z. Chen was supported by National Natural Science Foundation of China (11971432) and the Natural Science Foundation of Zhejiang Province (LY21G010003). This paper was supported by the Collaborative Innovation Center of Statistical Data Engineering Technology & Application, the Characteristic & Preponderant Discipline of Key Construction Universities in Zhejiang Province (Zhejiang Gongshang University- Statistics) and the First Class Discipline of Zhejiang-A (Zhejiang Gongshang University-Statistics).

Abstract

Wenyi Pei, Litan Yan, Zhenlong Chen. HARNACK TYPE INEQUALITIES FOR SDES DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH MARKOVIAN SWITCHING^*[J].Acta mathematica scientia,Series B, 2023, 43(3): 1403-1414.

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HARNACK TYPE INEQUALITIES FOR SDES DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH MARKOVIAN SWITCHING^*

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