Transportation Cost Inequalities for Diffusions Under Uniform Distance
From MaRDI portal
Publication:5261214
DOI10.1007/978-3-642-29982-7_9zbMath1321.60158arXiv1009.5251OpenAlexW3025278745MaRDI QIDQ5261214
Publication date: 2 July 2015
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.5251
entropydiffusion processesWasserstein distancesingular stochastic differential equationstransport inequalitydissipative functions
Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Related Items
Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion, A note on transportation cost inequalities for diffusions with reflections, Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching, Transportation inequalities for stochastic heat equations, Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\), From the master equation to mean field game limit theory: large deviations and concentration of measure, Concentration for multidimensional diffusions and their boundary local times, Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion, Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise, Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion, Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions, Functional inequalities for forward and backward diffusions, Talagrand inequality on free path space and application to stochastic reaction diffusion equations, Transportation cost inequality for backward stochastic differential equations with mean reflection, Transportation cost inequality for backward stochastic differential equations, Transportation cost-information inequality for stochastic wave equation, Talagrand concentration inequalities for stochastic heat-type equations under uniform distance, Quadratic transportation cost inequality for scalar stochastic conservation laws, Talagrand concentration inequalities for stochastic partial differential equations, Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise, Transportation cost inequalities for SDEs with irregular drifts, Quadratic transportation inequalities for SDEs with measurable drift, Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
