Talagrand concentration inequalities for stochastic partial differential equations

被引：0
作者：
Davar Khoshnevisan
Andrey Sarantsev
机构：
[1] University of Utah,Department of Mathematics
[2] University of Nevada,Department of Mathematics and Statistics
来源：
Stochastics and Partial Differential Equations: Analysis and Computations | 2019年 / 7卷
关键词：
Stochastic partial differential equations; Stochastic heat equation; Stochastic fractional heat equation; Concentration of measure; Transportation-information inequality; Relative entropy; Wasserstein distance; 60E15; 60J60; 60H15;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
One way to define the concentration of measure phenomenon is via Talagrand inequalities, also called transportation-information inequalities. That is, a comparison of the Wasserstein distance from the given measure to any other absolutely continuous measure with finite relative entropy. Such transportation-information inequalities were recently established for some stochastic differential equations. Here, we develop a similar theory for some stochastic partial differential equations.
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页码：679 / 698
页数：19
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