Transportation cost inequalities on path and loop groups
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Publication:1763935
DOI10.1016/j.jfa.2004.02.002zbMath1068.60013OpenAlexW2034508498MaRDI QIDQ1763935
Publication date: 22 February 2005
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2004.02.002
Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
Related Items
Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions, Hamilton-Jacobi semi-groups in infinite dimensional spaces, Optimal transport maps for Monge-Kantorovich problem on loop groups, Concentration for multidimensional diffusions and their boundary local times, Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations, From the heat measure to the pinned Wiener measure on loop groups, Fokker-Planck equation with respect to heat measures on loop groups, 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, Transportation-cost inequality on path spaces with uniform distance, Transportation cost inequalities for SDEs with irregular drifts, Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups., Optimal transport maps on infinite dimensional spaces
Cites Work
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- Logarithmic Sobolev inequalities on Lie groups
- Integration by parts and quasi-invariance for heat kernel measures on loop groups
- Probability distance inequalities on Riemannian manifolds and path spaces.
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- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Transportation cost for Gaussian and other product measures
- Logarithmic Sobolev inequalities for pinned loop groups
- Rademacher's theorem for Wiener functionals
- Measurable metrics and Gaussian concentration
