Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion

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• 作者：Zhi Li (1)
  Jiaowan Luo (2)
  
  1. School of Information and Mathematics ; Yangtze University ; Jingzhou ; 434023 ; China
  2. School of Mathematics and Information ; Guangzhou University ; Guangzhou ; 510006 ; China
  
• 关键词：Transportation inequality ; Girsanov transformation ; delay stochastic partial differential equation (SPDE) ; fractional Brownian motion (fBm) ; 60H15
• 刊名：Frontiers of Mathematics in China
• 出版年：2015
• 出版时间：April 2015
• 年：2015
• 卷：10
• 期：2
• 页码：303-321
• 全文大小：255 KB
• 参考文献：1. Bao J, Wang F Y, Yuan C. Transportation cost inequalities for neutral functional stochastic equations. arXiv: 1205.2184v1
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• 刊物类别：Mathematics and Statistics
• 刊物主题：Mathematics
  Mathematics
  Chinese Library of Science
  
• 出版者：Higher Education Press, co-published with Springer-Verlag GmbH
• ISSN：1673-3576

文摘

We discuss stochastic functional partial differential equations and neutral partial differential equations of retarded type driven by fractional Brownian motion with Hurst parameter H > 1/2. Using the Girsanov transformation argument, we establish the quadratic transportation inequalities for the law of the mild solution of those equations driven by fractional Brownian motion under the L 2 metric and the uniform metric.