Transportation cost inequalities for diffusions under uniform distance

DOI10.1007/978-3-642-29982-7_9MaRDI QIDQ5261214zbMATH OpenOpenAlexFDO

Authors A. S. Üstünel

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

zbMATH Keywords

entropyWasserstein distancediffusion processessingular stochastic differential equationstransport inequalitydissipative functions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: We prove the transportation inequality with the uniform norm for the laws of diffusion processes with Lipschitz and/or dissipative coefficients and apply them to some singular stochastic differential equations of interest.

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Cited in

(35)

• Transportation inequalities for stochastic differential equations of pure jumps
• Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
• Asymptotics for transportation cost in high dimensions
• Transportation cost inequality for backward stochastic differential equations with mean reflection
• Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms
• Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
• Concentration for multidimensional diffusions and their boundary local times
• Transportation inequalities for stochastic heat equations
• Transportation cost inequalities for Wasserstein diffusions
• Talagrand inequality on free path space and application to stochastic reaction diffusion equations
• The transportation cost from the uniform measure to the empirical measure in dimension \(\geq 3\)
• Quadratic transportation inequalities for SDEs with measurable drift
• Transportation cost-information inequality for stochastic wave equation
• Quadratic transportation cost inequalities for a space-time fractional stochastic heat equation with fractional noise
• Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion
• Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
• Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise
• Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than 1/2
• Concentration of measure for graphon particle system
• Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
• Talagrand concentration inequalities for stochastic partial differential equations
• Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
• Quadratic transportation cost inequality for scalar stochastic conservation laws
• Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise
• A note on transportation cost inequalities for diffusions with reflections
• Transportation inequalities for coupled fractional stochastic evolution equations driven by fractional Brownian motion
• Transportation cost inequality for backward stochastic differential equations
• Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
• Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions
• Talagrand's T₂-transportation inequality w.r.t. a uniform metric for diffusions
• From the master equation to mean field game limit theory: large deviations and concentration of measure
• Transportation cost inequalities for SDEs with irregular drifts
• An explicit bound on the transportation cost distance
• Transportation cost inequalities for neutral functional stochastic equations
• Functional inequalities for forward and backward diffusions

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