Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching

Abstract

<abstract><p>In this paper, we focus on a class of doubly perturbed stochastic differential equations with Markovian switching. Using the Girsanov transformation argument we establish the quadratic transportation inequalities for the law of the solution of those equations with Markovian switching under the $ d_2 $ metric and the uniform metric $ d_{\infty} $.</p></abstract>