Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
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Abstract: In this paper, we prove transportation inequalities on the space of continuous paths with respect to the uniform metric, for the law of solution to a stochastic heat equation defined on . This equation is driven by the Gaussian noise, white in time and colored in space. The proof is based on a new moment inequality under the uniform metric for the stochastic convolution with respect to the time-white and space-colored noise, which is of independent interest.
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Cited in
(11)- Transportation inequalities for stochastic heat equation with rough dependence in space
- Transportation inequalities for the fourth-order stochastic heat equations with fractional noises
- Transportation inequalities for stochastic heat equations
- Talagrand's quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls
- Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated noise
- 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 transportation inequality for reflected SPDEs on infinite spatial domain
- Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
- Temporal properties of the stochastic fractional heat equation with spatially-colored noise
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