Transportation Inequalities for Coupled Fractional Stochastic Evolution Equations Driven by Fractional Brownian Motion

Wentao Zhan, Yuanyuan Jing, Liping Xu and Zhi Li

Discrete Dynamics in Nature and Society, 2020, vol. 2020, 1-14

Abstract:

In this paper, we consider the existence and uniqueness of the mild solution for a class of coupled fractional stochastic evolution equations driven by the fractional Brownian motion with the Hurst parameter . Our approach is based on Perov’s fixed-point theorem. Furthermore, we establish the transportation inequalities, with respect to the uniform distance, for the law of the mild solution.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:8213976

DOI: 10.1155/2020/8213976

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