Quadratic transportation inequalities for SDEs with measurable drift
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Publication:4992940
DOI10.1090/proc/15477zbMath1478.60070arXiv2003.03995OpenAlexW3133066241MaRDI QIDQ4992940
Ludovic Tangpi, Khaled Bahlali, Soufiane Mouchtabih
Publication date: 10 June 2021
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.03995
stochastic differential equationsSobolev regularitysingular driftsquadratic transportation inequality
Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic integral equations (60H20)
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Hierarchies, entropy, and quantitative propagation of chaos for mean field diffusions ⋮ Transportation cost inequalities for SDEs with irregular drifts
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