HARNACK TYPE INEQUALITIES FOR SDES DRIVEN BY FRACTIONAL BROWNIAN MOTION WITH MARKOVIAN SWITCHING

摘要

In this paper, by constructing a coupling equation, we establish the Harnack type inequalities for stochastic differential equations driven by fractional Brownian motion with Markovian switching. The Hurst parameter H is supposed to be in(1/2, 1). As a direct application, the strong Feller property is presented.