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

DOI10.1007/s13370-018-0560-xzbMath1413.60055OpenAlexW2791989375MaRDI QIDQ1617705

Salah Hajji, Soufiane Mouchtabih, Brahim Boufoussi

Publication date: 8 November 2018

Published in: Afrika Matematika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13370-018-0560-x

zbMATH Keywords

fractional Brownian motionWiener integralmild solutionGirsanov transformationfractional equationstransportation inequality

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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