Transportation inequalities for stochastic wave equation
Probability
2019-01-25 v2
Abstract
In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random field, white in time and correlated in space, on the continuous paths space with respect to the uniform topology.
Keywords
Cite
@article{arxiv.1811.06385,
title = {Transportation inequalities for stochastic wave equation},
author = {Yumeng Li and Xinyu Wang},
journal= {arXiv preprint arXiv:1811.06385},
year = {2019}
}
Comments
arXiv admin note: text overlap with arXiv:1605.02310 by other authors