Transportation cost inequalities for neutral functional stochastic equations

DOI10.4171/ZAA/1494zbMath1290.65004arXiv1205.2184OpenAlexW2962900346MaRDI QIDQ380261

Jianhai Bao, Chenggui Yuan, Feng-Yu Wang

Publication date: 13 November 2013

Published in: Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.2184

zbMATH Keywords

stochastic partial differential equationGisanov transformationneutral functional stochastic differential equationstochastic transportation cost inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (21)

Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion ⋮ Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise ⋮ 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 ⋮ 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 ⋮ Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion ⋮ Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system ⋮ A transportation inequality for reflected SPDEs on infinite spatial domain ⋮ Talagrand inequality on free path space and application to stochastic reaction diffusion equations ⋮ Transportation cost inequality for backward stochastic differential equations with mean reflection ⋮ Transportation cost-information inequality for stochastic wave equation ⋮ Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms ⋮ Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise ⋮ Transportation cost inequalities for SDEs with irregular drifts ⋮ Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type ⋮ Transportation inequalities for stochastic heat equation with rough dependence in space ⋮ Large deviations for neutral functional SDEs with jumps ⋮ Optimal transport maps on infinite dimensional spaces ⋮ Stochastic Volterra equations driven by fractional Brownian motion

Cites Work

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