Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion
DOI10.1007/S13370-018-0560-XzbMATH Open1413.60055OpenAlexW2791989375MaRDI QIDQ1617705FDOQ1617705
Authors: Brahim Boufoussi, Salah Hajji, Soufiane Mouchtabih 
Publication date: 8 November 2018
Published in: Afrika Matematika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13370-018-0560-x
Recommendations
- Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
- Transportation inequalities for SDEs involving fractional Brownian motion and standard Brownian motion
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
- Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion
- Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\)
fractional Brownian motionGirsanov transformationmild solutionWiener integralfractional equationstransportation inequality
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65)
Cites Work
- The Malliavin Calculus and Related Topics
- Semigroups of linear operators and applications to partial differential equations
- Fractional evolution equations in Banach spaces
- Existence of mild solutions for fractional neutral evolution equations
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert 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
- Asymptotic stability of fractional stochastic neutral differential equations with infinite delays
- Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
- 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
- Transportation cost inequalities for neutral functional stochastic equations
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
- Transportation cost inequalities for diffusions under uniform distance
- Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
- Stochastic delay fractional evolution equations driven by fractional Brownian motion
Cited In (13)
- Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
- Existence and transportation inequalities for fractional stochastic differential equations
- Transportation inequalities for the fourth-order stochastic heat equations with fractional noises
- Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
- Transportation inequalities for mixed stochastic differential equations
- Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion
- Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion
- Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motions
- Transportation inequalities for SDEs involving fractional Brownian motion and standard Brownian motion
- Transportation inequalities for multivalued stochastic evolution equations
- Transportation cost inequalities for neutral functional stochastic equations
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
- Transportation-cost inequalities for diffusions driven by Gaussian processes
This page was built for publication: Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1617705)
