摘要
We discuss stochastic functional partial differential equations and neutral partial differential equations of retarded type driven by fractional Brownian motion with Hurst parameter H 〉 1/2. Using the Girsanov transformation argument, we establish the quadratic transportation inequalities for the law of the mild solution of those equations driven by fractional Brownian motion under the L2 metric and the uniform metric.
We discuss stochastic functional partial differential equations and neutral partial differential equations of retarded type driven by fractional Brownian motion with Hurst parameter H 〉 1/2. Using the Girsanov transformation argument, we establish the quadratic transportation inequalities for the law of the mild solution of those equations driven by fractional Brownian motion under the L2 metric and the uniform metric.
基金
Acknowledgements The authors would like to thank the referees for helpful suggestions which allowed them to improve the presentation of this paper. This work was supported in part by the National Natural Science Foundation of China （Grant No. 11271093） and the Science Research Project of Hubei Provincial Department Of Education （No. Q20141306）.
