Talagrand concentration inequalities for stochastic heat-type equations under uniform distance

DOI10.1214/19-EJP388zbMATH Open1427.60134MaRDI QIDQ2279324FDOQ2279324

Authors: Shijie Shang, Tu-Sheng Zhang 

Publication date: 12 December 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejp/1573527858

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zbMATH Keywords

stochastic partial differential equationsconcentration of measurestochastic heat equationstransportation cost inequalitiesmoment estimates for stochastic convolutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Optimal stochastic control (93E20)

Cites Work

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Cited In (18)

• Global well-posedness to stochastic reaction-diffusion equations on the real line \(\mathbb{R}\) with superlinear drifts driven by multiplicative space-time white noise
• Transportation inequalities for stochastic heat equation with rough dependence in space
• Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
• Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms
• Transportation inequalities for stochastic heat equations
• Talagrand's quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls
• Title not available (Why is that?)
• Talagrand inequality on free path space and application to stochastic reaction diffusion equations
• Transportation cost-information inequality for stochastic wave equation
• Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise
• Talagrand concentration inequalities for stochastic partial differential equations
• Talagrand's transportation inequality for SPDEs with locally monotone drifts
• Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise
• Quadratic transportation cost inequality for scalar stochastic conservation laws
• A transportation inequality for reflected SPDEs on infinite spatial domain
• Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
• Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions
• Stochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequality

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