TY - JOUR
AU - Xu, Liping
AB - 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.
TI - Transportation Inequalities for Stochastic Differential Equations Driven by the Time-Changed Brownian Motion
JF - Journal of Dynamical and Control Systems
DO - 10.1007/s10883-023-09649-x
DA - 2023-10-01
UR - https://www.deepdyve.com/lp/springer-journals/transportation-inequalities-for-stochastic-differential-equations-SoqSDc85vK
SP - 1571
EP - 1583
VL - 29
IS - 4
DP - DeepDyve
ER -