Derivative Formulas and Applications for Degenerate Stochastic Differential Equations with Fractional Noises

Abstract

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.