Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
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Publication:829549
DOI10.1007/S10440-020-00325-XzbMATH Open1468.60029arXiv1910.04934OpenAlexW3011990775MaRDI QIDQ829549FDOQ829549
Authors: Shijie Shang, Ran Wang 
Publication date: 6 May 2021
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1910.04934
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inequalities; stochastic orderings (60E15)
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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
- Transportation inequality for a fractional stochastic heat equation with colored noise
- Hölder continuity of solutions to the Dirichlet problem for SPDEs with spatially correlated 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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