Derivative Formulas for a Class of Time-Changed Stochastic Differential Equations
In this paper,we consider a class of subdiffusions,which can be seen as the solutions of stochastic differential equationswith time-changed Brownian motion,where the time-change is the inverse β-stable subordinator(0＜β＜1).A type of derivative formulas and related gradient estimates are derived for such subdiffusion processes.
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