Open AccessTransportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
Author(s) -
Lu Xu,
Zhi Li,
Weiguo Liu,
Jie Zhou
Publication year - 2021
Publication title -
aims mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.329
H-Index - 15
ISSN - 2473-6988
DOI - 10.3934/math.2021173
Subject(s) - markov process , mathematics , metric (unit) , girsanov theorem , quadratic equation , class (philosophy) , transformation (genetics) , stochastic differential equation , argument (complex analysis) , mathematical economics , pure mathematics , computer science , economics , geometry , biochemistry , statistics , operations management , chemistry , artificial intelligence , gene
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 $ metric and the uniform metric $ d_{\infty} $.