Abstract
In this paper by using Malliavin calculus we prove derivative formulas of Bismut type for a class of stochastic (functional) differential equations driven by fractional Brownian motions. As applications, the dimensional-free Harnack type inequalities and the strong Feller property are presented.
Published Version
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have