Talagrand Inequality on Free Path Space and Application to Stochastic Reaction Diffusion Equations

Abstract

By using a split argument due to [1], the transportation cost inequality is established on the free path space of Markov processes. The general result is applied to stochastic reaction diffusion equations with random initial values.

11 pages

References in corpus (2)

• Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
• Quadratic Transportation Cost Inequalities Under Uniform Distance For Stochastic Reaction Diffusion Equations Driven by Multiplicative Space-Time White Noise

Cited by in corpus (1)

• Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise