Transportation inequalities for stochastic heat equation with rough dependence in space
DOI10.1007/S10114-022-0615-7zbMATH Open1503.60021OpenAlexW4283328062MaRDI QIDQ2106857FDOQ2106857
Authors: Yin Dai, Rui Nan Li
Publication date: 29 November 2022
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-022-0615-7
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fractional Brownian motionstochastic heat equationtransportation inequalitytransportation cost-information
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inequalities; stochastic orderings (60E15) Fractional processes, including fractional Brownian motion (60G22) Information theory (general) (94A15) White noise theory (60H40)
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Cited In (9)
- Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
- Transportation inequalities for the fourth-order stochastic heat equations with fractional noises
- Transportation inequalities for stochastic heat equations
- Transportation cost-information inequality for stochastic wave equation
- Transportation inequality for a fractional stochastic heat equation with colored noise
- Talagrand's transportation inequality for SPDEs with locally monotone drifts
- Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise
- A large deviation principle for the stochastic heat equation with general rough noise
- Transportation-cost inequalities for diffusions driven by Gaussian processes
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