摘要
In this paper, by using a semimartingale approximation of a fractional stochastic integration, the global Harnack inequalities for stochastic retarded differential equations driven by fractional Brownian motion with Hurst parameter 0 〈 H 〈 1 are established. As applications, strong Feller property, log-Harnack inequality and entropycost inequality are given.
基金
This research is partially supported by the NNSF of China （No. 61273179） and Natural Science Foundation of Hubei Province （No. 2016CFB479）.
