混合型随机微分方程的传输不等式

数学物理学报 ›› 2021, Vol. 41 ›› Issue (1): 227-236.

混合型随机微分方程的传输不等式

徐丽平,李治*()

长江大学信息与数学学院湖北荆州 434023

收稿日期:2019-12-24 出版日期:2021-02-26 发布日期:2021-01-29
通讯作者: 李治 E-mail:lizhi_csu@126.com
基金资助:
国家自然科学基金(11901058);国家自然科学基金(62076039)

Transportation Inequalities for Mixed Stochastic Differential Equations

Liping Xu,Zhi Li*()

School of Information and Mathematics, Yangtze University, Hubei Jingzhou 434023

Received:2019-12-24 Online:2021-02-26 Published:2021-01-29
Contact: Zhi Li E-mail:lizhi_csu@126.com
Supported by:
the NSFC(11901058);the NSFC(62076039)

摘要/Abstract

摘要：

该文探讨一类由Wiener过程和Hurst参数 $1/2 < H < 1$分数布朗运动驱动的混合型随机微分方程.通过使用一些变换技巧和逼近方法，这类方程的强解在$d_2$度量和一致度量$d_{\infty}$下的二次传输不等式被建立.

关键词: 传输不等式, 混合型随机微分方程, 分数布朗运动, 轨道积分

Abstract:

In this paper, we discuss a class of stochastic differential equations containing both Wiener process and fractional Brownian motion with Hurst parameter $1/2<H<1$. By using some transformation technique and approximation argument, we establish the quadratic transportation inequalities for the law of the solution of the equations under investigation under the $d_2$ metric and the uniform metric $d_{\infty}$.

Key words: Transportation inequalities, Mixed stochastic differential equations, Fractional Brownian motion, Pathwise integral

中图分类号:

O221

徐丽平,李治. 混合型随机微分方程的传输不等式[J]. 数学物理学报, 2021, 41(1): 227-236.

Liping Xu,Zhi Li. Transportation Inequalities for Mixed Stochastic Differential Equations[J]. Acta mathematica scientia,Series A, 2021, 41(1): 227-236.

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