A note on Harnack and Transportation inequalities For Stochastic Differential Equations with reflections
classification
🧮 math.PR
keywords
differentialequationsinequalitiesstochasticharnackreflectionstransportationassociated
read the original abstract
We establish transportation cost inequalities, with respect to the uniform and $L_2$-metric, on the path space of continuous functions, for laws of solutions of stochastic differential equations with reflections. We also consider the case of stochastic differential equations involving local times. Harnack inequalities for the associated semigroups are also established.
This paper has not been read by Pith yet.
Forward citations
Cited by 1 Pith paper
-
Transportation cost inequalities for mean reflection SPDEs with white noise
Establishes quadratic transportation cost inequality under uniform norm for mean-reflected SPDEs with white noise where reflection depends on the solution's law.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.