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

DOI10.1007/S11464-015-0387-9zbMATH Open1328.60150OpenAlexW2008063115MaRDI QIDQ893327FDOQ893327

Authors: Zhi Li, Jiaowan Luo 

Publication date: 19 November 2015

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-015-0387-9

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zbMATH Keywords

fractional Brownian motionGirsanov transformationtransportation inequalitiesdelay stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Semigroups of linear operators and applications to partial differential equations
• Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
• Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
• The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
• Transportation cost inequalities on path spaces over Riemannian manifolds
• Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Probability distance inequalities on Riemannian manifolds and path spaces.
• Concentration for multidimensional diffusions and their boundary local times
• Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
• Transportation inequalities for stochastic differential equations with jumps
• Transportation cost inequalities for neutral functional stochastic equations
• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
• Transportation cost inequalities for diffusions under uniform distance
• Transportation inequalities for stochastic differential equations of pure jumps

Cited In (14)

• Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
• Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2
• Transportation inequalities for stochastic heat equations
• Option pricing using stochastic volatility model under Fourier transform of nonlinear differential equation
• 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 mixed stochastic differential equations
• Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
• Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion
• A note on transportation cost inequalities for diffusions with reflections
• Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion
• Transportation inequalities for SDEs involving fractional Brownian motion and standard Brownian motion
• New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion
• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion

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