A study on the fractional Gruschin type process
Probability
2019-12-06 v3
Abstract
In this article, we first establish derivative formulae for fractional Gruschin type process, which generalize the result of Wang (J Theor Probab 27:80--95, Theorem 1.1, 2012). Since we work on a non-Markovian context, some technical difficulties appear in the study. Then, using the fractional calculus technique, we also derive the gradient estimate.
Cite
@article{arxiv.1909.03168,
title = {A study on the fractional Gruschin type process},
author = {Xiliang Fan and Rong Yu},
journal= {arXiv preprint arXiv:1909.03168},
year = {2019}
}