Transportation inequalities for SDEs involving fractional Brownian motion and standard Brownian motion

MaRDI QIDQ2793085zbMATH OpenFDO

Authors Toufik Guendouzi

Publication date 14 March 2016

Published in Advanced Modeling and Optimization (Search for Journal in Brave)

Full work available at URL http://camo.ici.ro/journal/vol14/v14c15.pdf

zbMATH Keywords

Malliavin calculusstochastic differential equationfractional Brownian motiontransportation inequality

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(14)

• Transportation inequalities for stochastic differential equations of pure jumps
• Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
• Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
• Existence and transportation inequalities for fractional stochastic differential equations
• Transportation inequalities for stochastic heat equations
• Quadratic transportation inequalities for SDEs with measurable drift
• Transportation inequalities for fractional stochastic functional differential 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
• Transportation cost inequalities for SDEs with irregular drifts
• Concentration inequalities for stochastic differential equations with additive fractional noise
• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
• Transportation-cost inequalities for diffusions driven by Gaussian processes

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