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Transportation Cost Inequalities for Neutral Functional Stochastic Equations
3 references·0 citing·10 second hop
Transportation Cost Inequalities for Neutral Functional Stochastic Equations (2013)Transportation Cost Inequalities for Neut…Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion (2012)Transportation inequalities f…Stochastic differential equations and their applications (1997)Stochastic differential equat…An Introduction to Analysis on Wiener Space (1995)An Introduction to Analysis o…Differential equations driven by rough signals (1998)Integration with respect to fractal functions and stochastic calculus. I (1998)The Malliavin Calculus and Related Topics (2006)Fractional Poisson Process: Long-Range Dependence and Applications in Ruin Theory (2014)BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations (2003)Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (2010)Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2012)White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance (2000)White noise analysis for Lévy processes (2003)Variations and estimators for the selfsimilarity order through Malliavin calculus (2007)
this work references cited by second hop

References

  • 1997Stochastic differential equations and their applications1,351 cited
  • 1995An Introduction to Analysis on Wiener Space156 cited
  • 2012Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion64 cited

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