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Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion.

Authors :
Caraballo, Tomás
Boudaoui, Ahmed
Tayeb, Blouhi
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