Transportation cost inequalities for stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms

Yutao Ma; Ran Wang

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arXiv · 1911.02180

Transportation cost inequalities for stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms

Yutao Ma·Ran Wang

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Abstract

For stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms, we prove that $W_1H$ transportation cost inequalities hold for their invariant probability measures and for their process-level laws on the path space with respect to the $L^1$-metric. The proofs are based on the Galerkin approximations.

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Yutao Ma, Ran Wang. 2019-11-06. Transportation cost inequalities for stochastic reaction-diffusion equations with L\'evy noises and non-Lipschitz reaction terms. https://arxiv.org/abs/1911.02180

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