Transportation Inequalities for Stochastic Heat Equation with Rough Dependence in Space

被引：0
作者：
Yin Dai
Rui Nan Li
机构：
[1] Wuhan University,School of Mathematics and Statistics
[2] Shanghai University of International Business and Economics,School of Statistics and Information
来源：
Acta Mathematica Sinica, English Series | 2022年 / 38卷
关键词：
Stochastic heat equation; transportation inequality; Girsanov’s transformation; fractional Brownian motion; 60E15; 60H15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we prove a Talagrand’s T2 transportation cost-information inequality for the law of the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise, which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter H ∈ (1/4, 1/2) in the space variable, on the continuous path space with respect to the weighted L2-norm.
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页码：2019 / 2038
页数：19
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