Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\)

DOI10.1007/s00009-017-0992-9zbMath1374.60114MaRDI QIDQ1679411

Salah Hajji, Brahim Boufoussi

Publication date: 9 November 2017

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-017-0992-9

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion, Existence and transportation inequalities for fractional stochastic differential equations, Neutral fractional stochastic partial differential equations with Clarke subdifferential, Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion, Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2, Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\), New well-posedness results for stochastic delay Rayleigh-Stokes equations, Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching, Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion, A note on transportation cost inequalities for diffusions with reflections

Cites Work

• Transportation cost inequalities for neutral functional stochastic equations
• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
• Semigroups of linear operators and applications to partial differential equations
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• Measure transport on Wiener space and the Girsanov theorem.
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Transportation cost for Gaussian and other product measures
• Concentration for multidimensional diffusions and their boundary local times
• Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
• The Malliavin Calculus and Related Topics
• Transportation Cost Inequalities for Diffusions Under Uniform Distance