[01] Liping Xu, School of Information and Mathematics, Yangtze University, Jingzhou, China.

In this paper, we discuss stochastic neutral partial differential equations of retarded type driven by sub-fractional Brownian motion with Hurst parameter H>1/2. Using the Girsanov transformation argument we establish the quadratic transportation inequalities for the law of the mild solution of those equations driven by sub-fractional Brownian motion under the d₂ metric and the uniform metric d_∞. Last, one example is given to illustrate the feasibility and effectiveness of results obtained.

Transportation Inequalities, Girsanov Transformation, Delay SPDEs, Sub-fractional Brownian Motion

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