Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion

DOI10.1155/2020/8213976MaRDI QIDQ2188022zbMATH OpenOpenAlexFDO

Authors Wentao Zhan, Yuanyuan Jing, Zhi Li, Liping Xu

Publication date 3 June 2020

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/8213976

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

Summary: In this paper, we consider the existence and uniqueness of the mild solution for a class of coupled fractional stochastic evolution equations driven by the fractional Brownian motion with the Hurst parameter \(H\in(1/4,1/2)\). Our approach is based on Perov's fixed-point theorem. Furthermore, we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution.

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Cited in

(6)

• Transportation inequalities for fractional stochastic functional differential 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
• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
• 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 stochastic delay evolution equations driven by fractional Brownian motion

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