Transportation Cost Inequalities for Neutral Functional SDEs

Details Transportation Cost Inequalities for Neutral Functional SDEs Transportation Cost Inequalities for Neutral Functional SDEs

2012-01-06

arxiv.org/abs/1201.1474v1

Mathematics

Probability

P19

Scientific paper

A class of functional differential equations are investigated. Using the
Girsanov-transformation argument we establish the quadratic transportation cost
inequalities for a class of finite-dimensional neutral functional stochastic
differential equations and infinite-dimensional neutral functional stochastic
partial differential equations under different metrics.

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