Transportation cost-information inequalities and applications to random dynamical systems and diffusions.

DOI10.1214/009117904000000531zbMath1061.60011arXivmath/0410172OpenAlexW2021657319MaRDI QIDQ1889796

Hacène Djellout, Arnaud Guillin, Li-ming Wu

Publication date: 10 December 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410172

zbMATH Keywords

random dynamical systemsdiffusionsGirsanov's transformationstransportation cost-information inequalities

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integrals in product spaces (28A35)

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