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 . Since the space variable is defined on the unbounded domain , the inequalities are proved under a weighted -norm and a weighted uniform metric in the so called , 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}
}