Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions
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Publication:1884647
DOI10.1007/s10255-004-0175-xzbMath1055.60009OpenAlexW2059408308MaRDI QIDQ1884647
Publication date: 5 November 2004
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-004-0175-x
Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Norms (inequalities, more than one norm, etc.) of linear operators (47A30) Functional inequalities, including subadditivity, convexity, etc. (39B62)
Related Items (23)
Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise ⋮ Transportation-cost inequalities on path spaces over manifolds carrying geometric flows ⋮ Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Transportation cost inequalities for neutral functional stochastic equations ⋮ Concentration for multidimensional diffusions and their boundary local times ⋮ Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion ⋮ Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion ⋮ Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion ⋮ Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations ⋮ Unnamed Item ⋮ Generalized transportation-cost inequalities and applications ⋮ Talagrand inequality on free path space and application to stochastic reaction diffusion equations ⋮ Transportation cost inequality for backward stochastic differential equations with mean reflection ⋮ An equivalent condition between Poincaré inequality and \(T_{2}\)-transportation cost inequality ⋮ Transportation cost-information inequality for stochastic wave equation ⋮ Logarithmic Sobolev inequalities of diffusions for the \(L^2\) metric ⋮ Concentration inequalities for stochastic differential equations with additive fractional noise ⋮ Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes ⋮ Transportation-cost inequality on path spaces with uniform distance ⋮ Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise ⋮ Transportation cost inequalities for SDEs with irregular drifts ⋮ Transportation inequalities for stochastic heat equation with rough dependence in space ⋮ Stochastic Volterra equations driven by fractional Brownian motion
Cites Work
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- Transportation cost inequalities on path spaces over Riemannian manifolds
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- Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Hypercontractivity of Hamilton-Jacobi equations.
- Measure transport on Wiener space and the Girsanov theorem.
- Transportation cost inequalities on path and loop groups
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- A measure concentration inequality for contracting Markov chains
- Transportation cost for Gaussian and other product measures
- Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
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