A note on transportation cost inequalities for diffusions with reflections (Q2631816)
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English | A note on transportation cost inequalities for diffusions with reflections |
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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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