Transportation inequalities for stochastic heat equation with rough dependence in space
type: Item
instance of: scholarly article
title: Transportation inequalities for stochastic heat equation with rough dependence in space
zbMATH Open document ID: 1503.60021
author: Yin Dai
author: Rui Nan Li
publication date: 2022-11-29T00:00:00Z
review text: It is shown that with weighted \({L^2}\)-norm the Talagrand's transportation inequality \({{\mathbf{T}}_2}\) [\textit{M. Talagrand}, Geom. Funct. Anal. 6, No. 3, 587--600 (1996; Zbl 0859.46030)] holds for the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise which is white in time and has the covariance of a fractional Brownian motion with Hurst parameter \(1/4 < H < 1/2\) in the space variable.
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 94A15
Mathematics Subject Classification ID: 60H40
zbMATH DE Number: 7625347
zbMATH Keywords: stochastic heat equation
zbMATH Keywords: transportation inequality
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: transportation cost-information
reviewed by: Jaak Henno
MaRDI profile type: Publication
full work available at URL: s10114-022-0615-7
OpenAlex ID: W4283328062
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DOI: 10.1007/S10114-022-0615-7
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 7625347