scholarly journals BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations

2003 ◽  
Vol 107 (1) ◽  
pp. 145-169 ◽  
Author(s):  
N. El-Karoui ◽  
S. Hamadène
Keyword(s):  
Differential Equations ◽  
Functional Differential Equations ◽  
Stochastic Functional Differential Equations ◽  
Risk Sensitive ◽  
Risk Sensitive Control ◽  
Functional Differential ◽  
Zero Sum ◽  
Stochastic Functional

Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion

2014 ◽  
Vol 22 (4) ◽  
Author(s):  
Zhi Li ◽  
Jiaowan Luo
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Fractional Brownian Motion ◽  
Functional Differential Equations ◽  
Hurst Parameter ◽  
Stochastic Functional Differential Equations ◽  
Harnack Inequalities ◽  
Functional Differential ◽  
Stochastic Functional

AbstractIn this paper, Harnack inequalities are established for stochastic functional differential equations driven by fractional Brownian motion with Hurst parameter

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