Affiliation:
1. Swansea University, Singleton Park, UK
Abstract
By using Girsanov transformation and martingale representation, transportation cost inequalities with respect to both the uniform and the
L^2
-distances on the global free path space are established for the segment process associated to a class of neutral functional stochastic differential equations. Neutral functional stochastic partial differential equations are also investigated.
Publisher
European Mathematical Society - EMS - Publishing House GmbH
Cited by
21 articles.
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