Transportation inequalities for stochastic heat equation with rough dependence in space (Q2106857)
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scientific article; zbMATH DE number 7625347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transportation inequalities for stochastic heat equation with rough dependence in space |
scientific article; zbMATH DE number 7625347 |
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Transportation inequalities for stochastic heat equation with rough dependence in space (English)
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29 November 2022
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It is shown that with weighted \({L^2}\)-norm the Talagrand's transportation inequality \({{\mathbf{T}}_2}\) [\textit{M. Talagrand}, Geom. Funct. Anal. 6, No. 3, 587--600 (1996; Zbl 0859.46030)] holds for the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter \(1/4 < H < 1/2\) in the space variable.
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stochastic heat equation
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transportation inequality
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fractional Brownian motion
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transportation cost-information
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