Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
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Publication:893327
DOI10.1007/s11464-015-0387-9zbMath1328.60150OpenAlexW2008063115MaRDI QIDQ893327
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
fractional Brownian motionGirsanov transformationtransportation inequalitiesdelay stochastic partial differential equations
Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (11)
Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion ⋮ A note on transportation cost inequalities for diffusions with reflections ⋮ Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Transportation inequalities for stochastic heat equations ⋮ OPTION PRICING USING STOCHASTIC VOLATILITY MODEL UNDER FOURIER TRANSFORM OF NONLINEAR DIFFERENTIAL EQUATION ⋮ Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\) ⋮ Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional 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 the time-changed 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 coupled systems of stochastic delay evolution equations with a fractional Brownian motion
Cites Work
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- Transportation inequalities for stochastic differential equations with jumps
- Transportation Cost Inequalities for Diffusions Under Uniform Distance
- Stochastic Equations in Infinite Dimensions
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