Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion

DOI10.3150/10-BEJ324zbMath1242.60056arXiv1202.6558MaRDI QIDQ408080

Bruno Saussereau

Publication date: 29 March 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.6558

zbMATH Keywords

fractional Brownian motionstochastic differential equationsfractional calculustransportation inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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