Transportation cost-information inequality for stochastic wave equation (Q2023037)
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| Language | Label | Description | Also known as |
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| English | Transportation cost-information inequality for stochastic wave equation |
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Transportation cost-information inequality for stochastic wave equation (English)
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3 May 2021
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A Talagrand-type transportation-cost inequality is established for the distribution of a 3D stochastic wave equation driven by Gaussian random field which is white in time and correlated in space. The quadratic Wasserstein distance on the path space is induced by the weighted \( L^2\)-norm.
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stochastic wave equation
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Girsanov's transformation
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transportation cost-information inequality
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