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Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion

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References

2006The Malliavin Calculus and Related Topics2,470 cited
1998Differential equations driven by rough signals1,077 cited
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2002Stochastic analysis, rough path analysis and fractional Brownian motions317 cited
2005Ergodicity of stochastic differential equations driven by fractional Brownian motion130 cited
2008Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion109 cited
2007Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/284 cited
2007A version of Hörmander’s theorem for the fractional Brownian motion83 cited

Cited by

2014Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory64 cited
2013Transportation Cost Inequalities for Neutral Functional Stochastic Equations29 cited

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