TCI for SDEs with irregular drifts

Abstract

We obtain $T_2(C)$ for stochastic differential equations with Dini continuous drift and $T_1(C)$ stochastic differential equations with singular coefficients.

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