Transportation inequalities for SDEs involving fractional Brownian motion and standard Brownian motion (Q2793085)
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scientific article; zbMATH DE number 6555487
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| English | Transportation inequalities for SDEs involving fractional Brownian motion and standard Brownian motion |
scientific article; zbMATH DE number 6555487 |
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14 March 2016
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stochastic differential equation
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transportation inequality
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fractional Brownian motion
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Malliavin calculus
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Transportation inequalities for SDEs involving fractional Brownian motion and standard Brownian motion (English)
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0.9002885222434998
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0.8914210796356201
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0.8904674053192139
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0.8662256002426147
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