Transportation inequalities for stochastic wave equation

Abstract

In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random field, white in time and correlated in space, on the continuous paths space with respect to the uniform topology.

arXiv admin note: text overlap with arXiv:1605.02310 by other authors