| 摘要: |
| 本文研究了分数布朗单驱动的随机微分方程的问题,利用Girsanov变换,获得了该方程的解的分布在连续轨道空间上关于一致度量满足T2传输不等式的结果, 推广了现有文献中的结论. |
| 关键词: 随机微分方程 传输不等式 分数布朗单 Girsanov变换 |
| DOI： |
| 分类号:O211.63 |
| 基金项目: |
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| TRANSPORTATION INEQUALITIES FOR THE LAW OF A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY FRACTIONAL BROWN SHEET |
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LIANG Wei-yi
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School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China
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| Abstract: |
| In this paper, we study the stochastic differential equation driven by fractional Brown Sheet. By using Girsanov transformation, we prove the T2-transportation inequalities for the law of the equation on the continious paths space with respect to the uniform norm, and it generalizes the conclusions in the literature. |
| Key words: stochastic differential equation transportation inequality fractional brown sheet Girsanov transformation |
