Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms

DOI10.1007/S10114-020-9031-ZMaRDI QIDQ2287784zbMATH OpenOpenAlexFDO

Authors Ran Wang, Yutao Ma

Publication date 21 January 2020

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.02180

zbMATH Keywords

Poisson random measurestochastic reaction-diffusion equationtransportation cost inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: For stochastic reaction-diffusion equations with L'evy noises and non-Lipschitz reaction terms, we prove that $W_{1}H$ transportation cost inequalities hold for their invariant probability measures and for their process-level laws on the path space with respect to the $L^1$-metric. The proofs are based on the Galerkin approximations.

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Cited in

(12)

• Talagrand inequality on free path space and application to stochastic reaction diffusion equations
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• Transportation cost inequality for backward stochastic differential equations with mean reflection
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