Transportation Inequalities for Stochastic Differential Equations Driven by the Time-Changed Brownian Motion

Author:

Li ZhiORCID,Huang Benchen,Zhao Jiaxin,Xu Liping

Funder

National Natural Science Foundation of China

Natural Science Foundation of Hubei Province

Publisher

Springer Science and Business Media LLC

Subject

Control and Optimization,Numerical Analysis,Algebra and Number Theory,Control and Systems Engineering

Reference28 articles.

1. B. Boufoussi, S. Hajji, Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than $$1/2$$, Mediterranean Journal of Mathematics. (2017) 14:192 (16 pages).

2. Cao W, Zhu Q. Razumikhin-type theorem for pth exponential stability of impulsive stochastic functional differential equations based on vector Lyapunov function. Nonlinear Analysis: Hybrid Systems. 2021;39:100–983.

3. Cheng P, Deng F, Yao F. Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects. Nonlinear Analysis: Hybrid Systems. 2018;30:106–17.

4. Cheng L, Ren Y, Wang L. Averaging principles for stochastic differential equations driven by time-changed Lévy noise. Acta Mathematica Scientia (Series A). 2020;40(2):492–500.

5. Da Prato G, Zabczyk J. Stochastic Equations in Infinite Dimonsionals. Cambridge: Cambridge University Press; 1992.

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