Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions
type: Item
instance of: scholarly article
title: Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions
zbMATH Open document ID: 1055.60009
author: Zhengliang Zhang
author: Liming Wu
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2004-11-05T00:00:00Z
review text: The authors establish an extension of Talagrand's \(T_2\) inequality for diffusions on the path space \(C([0,N],\mathbb R^d)\) with respect to a uniform metric which improves on corresponding results for the \(L^2\)-metric. The proof is based on the Girsanov transformation.
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 39B62
Mathematics Subject Classification ID: 47A30
zbMATH DE Number: 2113801
zbMATH Keywords: transportation inequalities
zbMATH Keywords: diffusions
zbMATH Keywords: Girsanov transformation
MaRDI profile type: Publication
full work available at URL: s10255-004-0175-x
OpenAlex ID: W2059408308
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DOI: 10.1007/S10255-004-0175-X
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description: scientific article; zbMATH DE number 2113801