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Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion.
- Source :
-
Stochastic Analysis & Applications . 2022, Vol. 40 Issue 1, p45-62. 18p. - Publication Year :
- 2022
-
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 point theorem, and we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 07362994
- Volume :
- 40
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Stochastic Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 154441498
- Full Text :
- https://doi.org/10.1080/07362994.2021.1882863