Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\)
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Publication:1679411
DOI10.1007/s00009-017-0992-9zbMath1374.60114MaRDI QIDQ1679411
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
60G22: Fractional processes, including fractional Brownian motion
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Cites Work
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