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

2019/06/18 by Feng‐Yu Wang, Tusheng Zhang, Wang, Feng-Yu +1
Mathematics · #Geometric Analysis and Curvature Flows #Point processes and geometric inequalities #advanced mathematical theories

paper · pdf · doi:10.48550/arxiv.1906.07543

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.

Citations

• Generalization of an Inequality by Talagrand and Links with the Logarithmic Sobolev Inequality

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