Existence and transportation inequalities for fractional stochastic differential equations

被引：2

作者：

Ouahab, Abdelghani ^{[1
]}

Belabbas, Mustapha ^{[2
]}

Henderson, Johnny ^{[3
,4
]}

Souna, Fethi ^{[3
,4
]}

机构：

[1] Univ Djillali Liabes Sidi Bel Abbes, Lab Math, Sidi Bel Abbes, Algeria

[2] Univ Djillali Liabs, Lab Stat & Stochast Proc, Sidi Bel Abbes, Algeria

[3] Baylor Univ, Dept Math, Waco, TX 76798 USA

[4] Univ Djillali Liabes Sidi Bel Abbes, Lab Biomath, Sidi Bel Abes, Algeria

来源：

TURKISH JOURNAL OF MATHEMATICS | 2022年 / 46卷 / 03期

关键词：

Fractional differential equations; fractional integral; fractional derivative; Mittag-Leffler functions; fixed point; stochastic equation; transportation inequality; Wasserstein distance; entropy; INFORMATION INEQUALITIES; COST; SYSTEMS; INCLUSIONS; DRIVEN;

D O I：

10.55730/1300-0098.3118

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this work, we establish the existence and uniqueness of solutions for a fractional stochastic differential equation driven by countably many Brownian motions on bounded and unbounded intervals. Also, we study the continuous dependence of solutions on initial data. Finally, we establish the transportation quadratic cost inequality for some classes of fractional stochastic equations and continuous dependence of solutions with respect Wasserstein distance.

引用

页码：710 / 727

页数：18

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