Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion
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DOI: 10.1007/s13370-018-0560-x
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.… read more here.
Keywords: fractional stochastic; stochastic functional; differential equations; transportation inequalities ... See more keywords