Concentration for multidimensional diffusions and their boundary local times
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Publication:1930863
DOI10.1007/s00440-011-0368-1zbMath1259.60091arXiv1005.2217OpenAlexW2164866352MaRDI QIDQ1930863
Publication date: 14 January 2013
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.2217
Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)
Related Items (26)
Transportation inequalities for fractional stochastic functional differential equations driven by fractional Brownian motion ⋮ A note on transportation cost inequalities for diffusions with reflections ⋮ Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Transportation inequalities for stochastic heat equations ⋮ Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls ⋮ Two-Sided Infinite Systems of Competing Brownian Particles ⋮ Transportation cost inequalities for neutral functional stochastic equations ⋮ Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\) ⋮ Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion ⋮ Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions ⋮ Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions ⋮ Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion ⋮ A transportation inequality for reflected SPDEs on infinite spatial domain ⋮ Functional inequalities for forward and backward diffusions ⋮ Talagrand inequality on free path space and application to stochastic reaction diffusion equations ⋮ Transportation cost inequality for backward stochastic differential equations with mean reflection ⋮ 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 ⋮ Concentration of measure for Brownian particle systems interacting through their ranks ⋮ Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms ⋮ The Brownian Conga line ⋮ Talagrand concentration inequalities for stochastic partial differential equations ⋮ Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise ⋮ Quadratic transportation inequalities for SDEs with measurable drift ⋮ Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
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