Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion

DOI10.1007/s10883-023-09649-xOpenAlexW4379016656MaRDI QIDQ6186683

Zhi Li, Li-Ping Xu, Benchen Huang, Jia-Xin Zhao

Publication date: 9 January 2024

Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10883-023-09649-x

zbMATH Keywords

Girsanov transformationimpulsivetransportation inequalitytime changed-Brownian motiontime-changed retarded Gronwall-like inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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