Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\)
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Publication:1679411
DOI10.1007/s00009-017-0992-9zbMath1374.60114OpenAlexW2752336220MaRDI QIDQ1679411
Publication date: 9 November 2017
Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00009-017-0992-9
Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (10)
A note on transportation cost inequalities for diffusions with reflections ⋮ Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion ⋮ Existence and transportation inequalities for fractional stochastic differential equations ⋮ 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 ⋮ Neutral fractional stochastic partial differential equations with Clarke subdifferential ⋮ Controllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\) ⋮ New well-posedness results for stochastic delay Rayleigh-Stokes equations ⋮ Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
Cites Work
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- The Malliavin Calculus and Related Topics
- Transportation Cost Inequalities for Diffusions Under Uniform Distance
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