arXiv · 1906.07543
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.
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Feng-Yu Wang, Tusheng Zhang. 2019-06-18. Talagrand Inequality on Free Path Space and Application to Stochastic Reaction Diffusion Equations. https://arxiv.org/abs/1906.07543
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