Acta mathematica scientia,Series A ›› 2021, Vol. 41 ›› Issue (1): 227-236.

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Transportation Inequalities for Mixed Stochastic Differential Equations

Liping Xu,Zhi Li*()   

  1. 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)

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 d2 metric and the uniform metric d.

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

CLC Number: 

  • O221
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