Talagrand Inequality on Free Path Space and Application to Stochastic Reaction Diffusion Equations
Probability
2019-06-19 v1
Abstract
By using a split argument due to [1], the transportation cost inequality is established on the free path space of Markov processes. The general result is applied to stochastic reaction diffusion equations with random initial values.
Cite
@article{arxiv.1906.07543,
title = {Talagrand Inequality on Free Path Space and Application to Stochastic Reaction Diffusion Equations},
author = {Feng-Yu Wang and Tusheng Zhang},
journal= {arXiv preprint arXiv:1906.07543},
year = {2019}
}
Comments
11 pages