Existence and transportation inequalities for fractional stochastic differential equations
DOI10.55730/1300-0098.3118zbMath1503.60072OpenAlexW4285231471WikidataQ115159248 ScholiaQ115159248MaRDI QIDQ5102120
Mustapha Belabbas, Fethi Souna, Abdelghani Ouahab, Johnny Henderson
Publication date: 6 September 2022
Published in: Turkish Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.55730/1300-0098.3118
entropyfixed pointfractional differential equationsMittag-Leffler functionsfractional derivativefractional integralWasserstein distancestochastic equation, transportation inequality
Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Functional-differential equations in abstract spaces (34K30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
- Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space
- A generalized Gronwall inequality and its application to a fractional differential equation
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- On a type of stochastic differential equations driven by countably many Brownian motions
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\)
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Transportation cost for Gaussian and other product measures
- Existence of solutions for nonlinear fractional stochastic differential equations
- Euler-Maruyama scheme for Caputo stochastic fractional differential equations
- Some existence results for systems of impulsive stochastic differential equations
- A fractional Bihari inequality and some applications to fractional differential equations and stochastic equations
- Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms
- Fractional differential inclusions in the Almgren sense
- Transportation-information inequalities for Markov processes
- Stochastic differential equations, backward SDEs, partial differential equations
- Extrapolation and interpolation of quasi-linear operators on martingales
- Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
- Basic Theory of Fractional Differential Equations
- Existence result for fractional neutral stochastic integro-differential equations with infinite delay
- Martingale Transforms
- Backward Stochastic Differential Equations in Finance
- Implicit Fractional Differential and Integral Equations
- Weak solution of stochastic differential equations with fractional diffusion coefficient
- Asymptotic separation between solutions of Caputo fractional stochastic differential equations
- Topological method for coupled systems of impulsive stochastic semilinear differential inclusions with fractional Brownian motion
- Random Ordinary Differential Equations and Their Numerical Solution
- Optimal Transport
- Stochastic differential equations. An introduction with applications.
- Stochastic Equations in Infinite Dimensions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Existence and transportation inequalities for fractional stochastic differential equations