English

Transportation cost inequalities for stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms

Probability 2019-11-07 v1

Abstract

For stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms, we prove that W1HW_1H transportation cost inequalities hold for their invariant probability measures and for their process-level laws on the path space with respect to the L1L^1-metric. The proofs are based on the Galerkin approximations.

Keywords

Cite

@article{arxiv.1911.02180,
  title  = {Transportation cost inequalities for stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms},
  author = {Yutao Ma and Ran Wang},
  journal= {arXiv preprint arXiv:1911.02180},
  year   = {2019}
}

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16 pages