A note on transportation cost inequalities for diffusions with reflections (Q2631816)
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scientific article
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| English | A note on transportation cost inequalities for diffusions with reflections |
scientific article |
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A note on transportation cost inequalities for diffusions with reflections (English)
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16 May 2019
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reflected Brownian motion
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Wasserstein distance
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relative entropy
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transportation cost-information inequality
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concentration of measure
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competing Brownian particles
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0.789405345916748
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0.7835493087768555
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0.7707052826881409
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0.7668411731719971
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0.7667202353477478
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