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Dai Y, Li R. Transportation cost inequality for backward stochastic differential equations with mean reflection. Stat Probab Lett 2021. [DOI: 10.1016/j.spl.2021.109167] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/21/2022]
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Li Y. Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls. STOCH DYNAM 2021. [DOI: 10.1142/s0219493722500046] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
Abstract
Using the method of Girsanov’s transformation, we investigate Talagrand’s quadratic transportation cost inequalities for the laws of the solutions of stochastic partial differential equations (SPDEs) with two reflection walls under the uniform norm on the continuous functions space. These equations are driven by fractional noises.
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Affiliation(s)
- Yumeng Li
- School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, P. R. China
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