Transportation Cost Inequality on Path Spaces with Uniform Distance
Probability
2007-12-20 v1 Differential Geometry
Abstract
Starting from a sequence of independent Wright-Fisher diffusion processes on , we construct a class of reversible infinite dimensional diffusion processes on M\mu\ff 1 2\DD+ZZC^1\Ric-\nn ZZ\muM$. A simple example is given to show the optimality of the condition.
Cite
@article{arxiv.0712.3139,
title = {Transportation Cost Inequality on Path Spaces with Uniform Distance},
author = {Shizan Fang and Feng-Yu Wang and Bo Wu},
journal= {arXiv preprint arXiv:0712.3139},
year = {2007}
}
Comments
to appear in Stochastic Processes and Applications