Transportation inequalities for stochastic heat equations

DOI10.1016/j.spl.2018.03.012zbMath1391.60152OpenAlexW2795991788MaRDI QIDQ1642432

Salah Hajji, Brahim Boufoussi

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.03.012

zbMATH Keywords

stochastic heat equationwhite noisefractional noiseGirsanov transformationtransportation inequality

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (15)

Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise ⋮ A note on transportation cost inequalities for diffusions with reflections ⋮ Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls ⋮ Talagrand's transportation inequality for SPDEs with locally monotone drifts ⋮ Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise ⋮ Stochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequality ⋮ A transportation inequality for reflected SPDEs on infinite spatial domain ⋮ Unnamed Item ⋮ Transportation cost-information inequality for stochastic wave equation ⋮ Talagrand concentration inequalities for stochastic heat-type equations under uniform distance ⋮ Quadratic transportation cost inequality for scalar stochastic conservation laws ⋮ Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms ⋮ Talagrand concentration inequalities for stochastic partial differential equations ⋮ Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise ⋮ Transportation inequalities for stochastic heat equation with rough dependence in space

Cites Work

• Transportation cost inequalities for neutral functional stochastic equations
• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
• Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
• Martingale representations and holomorphic processes
• Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
• On quasi-linear stochastic partial differential equations
• White noise driven parabolic SPDEs with measurable drift
• Evolution equations driven by a fractional Brownian motion
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• Measure transport on Wiener space and the Girsanov theorem.
• Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Transportation cost for Gaussian and other product measures
• Concentration for multidimensional diffusions and their boundary local times
• Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
• Martingales and stochastic integrals for processes with a multi-dimensional parameter
• Markov field properties of solutions of white noise driven quasi-linear parabolic pdes
• Transportation Cost Inequalities for Diffusions Under Uniform Distance
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE

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