摘要
本文研究了分数布朗单驱动的随机微分方程的问题,利用Girsanov变换,获得了该方程的解的分布在在连续轨道空间上关于一致度量满足T2传输不等式的结果,推广了现有文献中的结论.
In this paper,we study the stochastic differential equation driven by fractional Brown Sheet.By using Girsanov transformation,we prove the T2-transportation inequalities for the law of the equation on the continious paths space with respect to the uniform norm,and it generalizes the conclusions in the literature.
作者
梁唯伊
LIANG Wei-yi(School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China)
出处
《数学杂志》
2022年第3期226-236,共11页
Journal of Mathematics
关键词
随机微分方程
传输不等式
分数布朗单
GIRSANOV变换
stochastic differential equation
transportation inequality
fractional brown sheet
Girsanov transformation
