English

Transportation cost inequalities for stochastic reaction diffusion equations on the whole line $\mathbb{R}$

Probability 2025-02-12 v1

Abstract

In this paper, we established quadratic transportation cost inequalities for solutions of stochastic reaction diffusion equations driven by multiplicative space-time white noise on the whole line R\mathbb{R}. Since the space variable is defined on the unbounded domain R\mathbb{R}, the inequalities are proved under a weighted L2L^2-norm and a weighted uniform metric in the so called Ltem2L^2_{tem}, CtemC_{tem} spaces. The new moments estimates of the stochastic convolution with respect to space-time white noise play an important role. In addition, the transportation cost inequalities are also obtained for the stochastic reaction diffusion equations with random initial values.

Keywords

Cite

@article{arxiv.2305.19739,
  title  = {Transportation cost inequalities for stochastic reaction diffusion equations on the whole line $\mathbb{R}$},
  author = {Yue Li and Shijie Shang and Tusheng Zhang},
  journal= {arXiv preprint arXiv:2305.19739},
  year   = {2025}
}