Transportation cost inequalities for neutral functional stochastic equations (Q380261)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transportation cost inequalities for neutral functional stochastic equations |
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Transportation cost inequalities for neutral functional stochastic equations (English)
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13 November 2013
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This paper studies the transportation cost inequality with respect to both the uniform and \(L^2\) distances on path space. This analysis uses Gisanov transformations and the approach is applied to the segment process associated with classes of neutral functional stochastic differential equations and stochastic partial differential equations.
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stochastic transportation cost inequality
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Gisanov transformation
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neutral functional stochastic differential equation
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stochastic partial differential equation
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