Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
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Cites work
- Concentration for multidimensional diffusions and their boundary local times
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- Probability distance inequalities on Riemannian manifolds and path spaces.
- Semigroups of linear operators and applications to partial differential equations
- Stochastic Equations in Infinite Dimensions
- Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise
- Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
- Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- Transportation cost inequalities for diffusions under uniform distance
- Transportation cost inequalities for neutral functional stochastic equations
- Transportation cost inequalities on path spaces over Riemannian manifolds
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
- Transportation inequalities for stochastic differential equations of pure jumps
- Transportation inequalities for stochastic differential equations with jumps
Cited in
(14)- Transportation inequalities for SDEs involving fractional Brownian motion and standard 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 fractional stochastic functional differential equations driven by fractional Brownian motion
- Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion
- Transportation inequalities for stochastic heat equations
- 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 neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\)
- New results for stochastic fractional pseudo-parabolic equations with delays driven by fractional Brownian motion
- Transportation inequalities for mixed stochastic differential equations
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
- Option pricing using stochastic volatility model under Fourier transform of nonlinear differential equation
- Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
- Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
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