由分数布朗运动驱动的随机泛函微分方程传输不等式

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摘要通过分形分析方法,在Riemann-Stieltje积分意义下,对关于分数布朗运动的积分建立一些合理的估计,利用所建立的估计在赋予一致度量的连续函数空间上,对一类参数H>12的分数布朗运动驱动的随机泛函微分方程解的概率分布建立Talagrand-类型T1传输不等式。

作者徐丽平李治

机构地区长江大学信息与数学学院

出处《长江大学学报（自科版）（上旬）》 2016年第1期70-76,共7页 JOURNAL OF YANGTZE UNIVERSITY (NATURAL SCIENCE EDITION) SCI ＆ ENG

基金国家自然科学基金项目(11271093) 湖北省教育厅青年人才项目(Q20141306)

关键词传输不等式 GIRSANOV定理分数布朗运动

参考文献12

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长江大学学报（自科版）（上旬）

2016年第1期

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