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Using the method of Girsanov transformation, we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution of fractional stochastic functional differential equations… Click to show full abstract
Using the method of Girsanov transformation, we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution of fractional stochastic functional differential equations driven by fractional Brownian motion. The case of neutral fractional stochastic functional differential equations are also investigated.
Keywords:
fractional stochastic;
stochastic functional;
differential equations;
transportation inequalities;
functional differential
Journal Title: Afrika Matematika
Year Published: 2018
Link to full text (if available)
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Journal Title: Afrika Matematika
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!