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arXiv · 1201.1474

Transportation Cost Inequalities for Neutral Functional SDEs

Jianhai Bao·Chenggui Yuan
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Abstract

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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Jianhai Bao, Chenggui Yuan. 2012-01-06. Transportation Cost Inequalities for Neutral Functional SDEs. https://arxiv.org/abs/1201.1474

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