Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts
Moment estimates and applications for SDEs driven by fractional Brownian motions with irregular drifts
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具有不规则漂移的分数布朗运动驱动的 SDE 的力矩估计和应用
DOI：
10.1016/j.bulsci.2021.103011
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发表时间：
2021
影响因子：
1.3
通讯作者：
Zhang Shao-Qin
中科院分区：
文献类型：
--
作者：
Fan Xiliang;Zhang Shao-Qin
本文对漂移可测且具有线性增长的分数阶布朗运动驱动的随机微分方程的解，得到了Hölder范数型矩估计。作为应用，我们证明了这种随机方程的密度的存在性，这扩展了N. Fournier和J. Printems（2010）引入并由M. Romito（2018）发展的方法的有效性。
In this paper, moment estimates of Hölder norm type are obtained for the solution to stochastic differential equation driven by fractional Brownian motion whose drift is measurable and has linear growth. As application, we prove the existence of a density for this kind of stochastic equation which extends the validity of a method introduced by N. Fournier and J. Printems (2010) and developed by M. Romito (2018).