Transportation cost inequalities on path spaces over Riemannian manifolds
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Publication:1397199
zbMath1031.58022MaRDI QIDQ1397199
Publication date: 9 March 2004
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Markov semigroups and applications to diffusion processes (47D07) Diffusion processes and stochastic analysis on manifolds (58J65)
Related Items (17)
Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions ⋮ Transportation-cost inequalities on path spaces over manifolds carrying geometric flows ⋮ Transportation cost-information inequalities and applications to random dynamical systems and diffusions. ⋮ Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Transportation cost inequalities for neutral functional stochastic equations ⋮ Concentration for multidimensional diffusions and their boundary local times ⋮ Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion ⋮ Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion ⋮ Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations ⋮ Generalized transportation-cost inequalities and applications ⋮ Talagrand inequality on free path space and application to stochastic reaction diffusion equations ⋮ Transportation cost inequality for backward stochastic differential equations with mean reflection ⋮ An equivalent condition between Poincaré inequality and \(T_{2}\)-transportation cost inequality ⋮ Logarithmic Sobolev inequalities of diffusions for the \(L^2\) metric ⋮ Transportation-cost inequality on path spaces with uniform distance ⋮ Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion ⋮ Stochastic Volterra equations driven by fractional Brownian motion
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