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

被引：1

作者：

Li, Zhi ^{[1
]}

Huang, Benchen ^{[1
]}

Zhao, Jiaxin ^{[1
]}

Xu, Liping ^{[1
]}

机构：

[1] Yangtze Univ, Sch Informat & Math, Jingzhou 434023, Hubei, Peoples R China

来源：

JOURNAL OF DYNAMICAL AND CONTROL SYSTEMS | 2023年 / 29卷 / 04期

关键词：

Transportation inequality; Girsanov transformation; Time-changed retarded Gronwall-like inequality; Time changed-Brownian motion; Impulsive; EXPONENTIAL STABILITY; SYSTEMS;

D O I：

10.1007/s10883-023-09649-x

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper, we investigate a class of stochastic differential equations driven by the time-changed Brownian motion and impulsive stochastic differential equations driven by the time-changed Brownian motion. By establishing some time-changed retarded Gronwall-like inequalities and using the Girsanov transformation argument, we establish the quadratic transportation inequalities for the law of the solution of those equations.

引用

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页码：1571 / 1583

页数：13

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