Transportation inequalities for multivalued stochastic evolution equations

DOI10.4208/JPDE.V30.N3.5MaRDI QIDQ3175387zbMATH OpenOpenAlexFDO

Authors Zhi Li, Liping Xu

Publication date 18 July 2018

Published in Journal of Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/jpde.v30.n3.5

zbMATH Keywords

Girsanov transformationtransportation cost inequalitiesmultivalued stochastic evolution equation

Mathematics Subject Classification ID

Stochastic integral equations (60H20)

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Cited in

(3)

• Transportation inequality for the mean reflected stochastic differential equation
• Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion
• A transfer principle for multivalued stochastic differential equations

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