Transportation Cost Inequalities for Neutral Functional SDEs
Probability
2012-01-09 v1
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.
Keywords
Cite
@article{arxiv.1201.1474,
title = {Transportation Cost Inequalities for Neutral Functional SDEs},
author = {Jianhai Bao and Chenggui Yuan},
journal= {arXiv preprint arXiv:1201.1474},
year = {2012}
}
Comments
P19