Transportation cost inequalities on path and loop groups
The transportation cost inequalities compare the square of the Wasserstein distance between a measure \(\mu\) on a metric space \(X\) and the measure \(f\mu\), where \(f\) is a positive continuous function, with the corresponding Kullback information; see \textit{H. Djellout, A. Guillin} and \textit{L. Wu} [Ann. Probab. 32, No. 3B, 2702--2732 (2004; Zbl 1061.60011)] for a brief survey of results in this direction for various classes of spaces and measures. The authors consider the case where \(X\) is the path space on a connected Lie group, and \(\mu\) is the appropriate generalization of the Wiener measure. They introduce and study a distance on \(X\) and prove the corresponding transportation cost inequality. The case, where \(X\) is the path space on the loop group over a Lie group, is also considered.
- Transportation cost inequalities on path spaces over Riemannian manifolds
- Transportation-cost inequality on path spaces with uniform distance
- From the heat measure to the pinned Wiener measure on loop groups
- Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups.
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- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
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- 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.
- Talagrand's T₂-transportation inequality w.r.t. a uniform metric for diffusions
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Concentration for multidimensional diffusions and their boundary local times
- Talagrand inequality on free path space and application to stochastic reaction diffusion equations
- Transportation cost inequalities for SDEs with irregular drifts
- Transportation cost inequality for backward stochastic differential equations with mean reflection
- Optimal transport maps on infinite dimensional spaces
- Hamilton-Jacobi semi-groups in infinite dimensional spaces
- 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
- Transportation-cost inequality on path spaces with uniform distance
- Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups.
- scientific article; zbMATH DE number 2211995 (Why is no real title available?)
- 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 stochastic reaction diffusion equations on the whole real line
- Generalized transportation-cost inequalities and applications
- An equivalent condition between Poincaré inequality and \(T_{2}\)-transportation cost inequality
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