分数布朗单驱动的随机微分方程的传输不等式  

TRANSPORTATION INEQUALITIES FOR THE LAW OF A STOCHASTIC DIFFERENTIAL EQUATION DRIVEN BY FRACTIONAL BROWN SHEET

作　　者：梁唯伊 LIANG Wei-yi(School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China)

机构地区：[1]武汉大学数学与统计学院,湖北武汉430072

出　　处：《数学杂志》2022年第3期226-236,共11页Journal of Mathematics

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.

关 键 词：随机微分方程 传输不等式 分数布朗单 GIRSANOV变换 

分 类 号：O211.63[理学—概率论与数理统计]