Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion (Q6186683): Difference between revisions

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.