Talagrand Inequality on Free Path Space and Application to Stochastic Reaction Diffusion Equations
classification
🧮 math.PR
keywords
diffusionequationsfreeinequalitypathreactionspacestochastic
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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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