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Derivative Formula, Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motion
Derivative formula integration by parts formula Harnack inequality stochastic differential equation fractional Brownian motion
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2012/6/21
In the paper, the Bismut derivative formula is established for multidimensional SDEs driven by additive fractional noise ($1/2 and moreover the Harnack inequality is given. Through a Lamperti t...
On an Integration-by-parts Formula for Measures
Integration-by-parts formula Harmonic sequences Inequalities
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2008/6/30
An integration-by-parts formula, involving finite Borel measures supported by intervals on real line, is proved. Some applications to Ostrowski-type and Grüss-type inequalities are presented.