Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching

Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching

In this paper, we focus on a class of doubly perturbed stochastic differential equations with Markovian switching. Using the Girsanov transformation argument we establish the quadratic transportation inequalities for the law of the solution of those equations with Markovian switching under the $ d_2...

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Bibliographic Details
Main Authors: Liping Xu, Zhi Li, Weiguo Liu, Jie Zhou
Format: Article
Language:English
Published: AIMS Press 2021-01-01
Series:AIMS Mathematics
Subjects:
transportation inequalities
doubly perturbed sdes
girsanov transformation
markovian switching
Online Access:http://www.aimspress.com/article/doi/10.3934/math.2021173?viewType=HTML

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http://www.aimspress.com/article/doi/10.3934/math.2021173?viewType=HTML

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