Article
Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
Author/s | Caraballo Garrido, Tomás
Boudaoui, Ahmed Blouhi, Tayeb |
Department | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Publication Date | 2021-02-17 |
Deposit Date | 2022-03-03 |
Published in |
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Abstract | We prove an existence and uniqueness result of mild solution for a system of stochastic semilinear differential equations with fractional Brownian motions and Hurst parameter H < 1/2. Our approach is based on Perov’s fixed ... We prove an existence and uniqueness result of mild solution for a system of stochastic semilinear differential equations with fractional Brownian motions and Hurst parameter H < 1/2. Our approach is based on Perov’s fixed point theorem, and we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution. |
Citation | Caraballo Garrido, T., Boudaoui, A. y Blouhi, T. (2021). Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion. Stochastic Analysis and Applications, 40 (1), 45-62. |
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