Transportation inequalities for mean-field neutral stochastic functional differential equation driven by a fractional Brownian motion
Keywords:Mild solution, Fractional Brownian motion, Wiener integral, Girsanov transformation, Transportation inequality
In this paper we demonstrate the uniqueness and existence of a mild solution for a mean-field neutral stochastic differential equation that involves finite delay. The equation is driven by a fractional Brownian motion with Hurst parameter H>1/2 in a Hilbert space. Additionally, we establish the transportation inequalities for the law of the mild solution, with respect to the uniform distance.
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