Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions (Q1884647): Difference between revisions

The authors establish an extension of Talagrand's \(T_2\) inequality for diffusions on the path space \(C([0,N],\mathbb R^d)\) with respect to a uniform metric which improves on corresponding results for the \(L^2\)-metric. The proof is based on the Girsanov transformation.