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.