Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion (Q6186683): Difference between revisions
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Revision as of 09:24, 30 July 2024
scientific article; zbMATH DE number 7785810
| Language | Label | Description | Also known as |
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| English | Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion |
scientific article; zbMATH DE number 7785810 |
Statements
Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion (English)
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9 January 2024
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This paper explores the Talagrand-type transportation cost inequalities for the following stochastic differential equations (SDEs) driven by the time-changed Brownian motion \[ dx(t) = f(t,{E_t},x(t))dt + h(t,{E_t},x(t))d{E_t} + g(t,{E_t},x(t))d{B_{{E_t}}}, \quad x(0) = x \in {\mathbb R^d}, \] where \({E_t}\) is specified as an inverse of a stable subordinator of index \(\beta \in (0,1)\) and \(f,h,g\), are some measurable functions. It also considers the impulsive time-changed SDEs.
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transportation inequality
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Girsanov transformation
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time-changed retarded Gronwall-like inequality
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time changed-Brownian motion
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impulsive
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