首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
Authors:Zhi LI  Jiaowan LUO
Institution:1. School of Information and Mathematics, Yangtze University, Jingzhou 434023, China2. School of Mathematics and Information, Guangzhou University, Guangzhou 510006, China
Abstract: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 L2 metric and the uniform metric.
Keywords:Transportation inequality  Girsanov transformation  delay stochastic partial differential equation (SPDE)  fractional Brownian motion (fBm)  
点击此处可从《Frontiers of Mathematics in China》浏览原始摘要信息
点击此处可从《Frontiers of Mathematics in China》下载免费的PDF全文
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号