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Transportation Cost Inequalities for Neutral Functional Stochastic Equations
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
By using Girsanov transformation and martingale representation, Talagrand-type transportation cost inequalities, with respect to both the uniform and the distances on the glo…
math.PR2012
Transportation Cost Inequalities for Neutral Functional SDEs
Jianhai Bao, Chenggui Yuan
A class of functional differential equations are investigated. Using the Girsanov-transformation argument we establish the quadratic transportation cost inequalities for a class of…