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

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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 L 2 metric and the uniform metric.

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Authors and Affiliations

  1. School of Information and Mathematics, Yangtze University, Jingzhou, 434023, China

    Zhi Li

  2. School of Mathematics and Information, Guangzhou University, Guangzhou, 510006, China

    Jiaowan Luo

Authors
  1. Zhi Li
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  2. Jiaowan Luo
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Correspondence to Zhi Li.

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Li, Z., Luo, J. Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion. Front. Math. China 10, 303–321 (2015). https://doi.org/10.1007/s11464-015-0387-9

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  • DOI: https://doi.org/10.1007/s11464-015-0387-9

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