Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion
Using the method of Girsanov transformation, we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution of fractional stochastic functional differential equations driven by fractional Brownian motion. The case of neutral fractional stochastic functional differential equations are also investigated.
KeywordsMild solution Fractional equations Fractional Brownian motion Wiener integral Girsanov transformation Transportation inequality
Mathematics Subject Classification60H15 60G15 60J65 65G17 65G60 26A33
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