By using Girsanov transformation and martingale representation, transportation cost inequalities with respect to both the uniform and the -distances on the global free path space are established for the segment process associated to a class of neutral functional stochastic dierential equations. Neutral functional stochastic partial dierential equations are also investigated.
Cite this article
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan, Transportation Cost Inequalities for Neutral Functional Stochastic Equations. Z. Anal. Anwend. 32 (2013), no. 4, pp. 457–475DOI 10.4171/ZAA/1494