Transportation cost inequalities on path and loop groups

DOI10.1016/J.JFA.2004.02.002MaRDI QIDQ1763935zbMATH OpenOpenAlexFDO

Authors Shizan Fang, Jinghai Shao

Publication date 22 February 2005

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2004.02.002

zbMATH Keywords

Wasserstein distancepath groupKullback information

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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• Transportation cost inequalities on path spaces over Riemannian manifolds
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• scientific article; zbMATH DE number 2211995

Cites work

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• scientific article; zbMATH DE number 1014073 (Why is no real title available?)
• Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
• Hypercontractivity of Hamilton-Jacobi equations.
• Integration by parts and quasi-invariance for heat kernel measures on loop groups
• Integration by parts formula and logarithmic Sobolev inequality on the path space over loop groups
• Logarithmic Sobolev inequalities for pinned loop groups
• Logarithmic Sobolev inequalities on Lie groups
• Logarithmic Sobolev inequalities on loop groups
• Measurable metrics and Gaussian concentration
• Measure transport on Wiener space and the Girsanov theorem.
• Probability distance inequalities on Riemannian manifolds and path spaces.
• Rademacher's theorem for Wiener functionals
• Small-time Gaussian behavior of symmetric diffusion semigroups
• Transportation cost for Gaussian and other product measures
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.

Cited in

(18)

• Transportation cost inequality for backward stochastic differential equations with mean reflection
• An equivalent condition between Poincaré inequality and \(T_{2}\)-transportation cost inequality
• Concentration for multidimensional diffusions and their boundary local times
• Talagrand inequality on free path space and application to stochastic reaction diffusion equations
• Optimal transport maps for Monge-Kantorovich problem on loop groups
• Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
• scientific article; zbMATH DE number 2211995 (Why is no real title available?)
• Hamilton-Jacobi semi-groups in infinite dimensional spaces
• Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
• Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups.
• Generalized transportation-cost inequalities and applications
• Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• From the heat measure to the pinned Wiener measure on loop groups
• Fokker-Planck equation with respect to heat measures on loop groups
• Transportation cost inequalities for SDEs with irregular drifts
• Transportation-cost inequality on path spaces with uniform distance
• Optimal transport maps on infinite dimensional spaces

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