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arxiv: 1905.01083 · v1 · pith:4MVUPKNNnew · submitted 2019-05-03 · 🧮 math.PR

A note on Harnack and Transportation inequalities For Stochastic Differential Equations with reflections

classification 🧮 math.PR
keywords differentialequationsinequalitiesstochasticharnackreflectionstransportationassociated
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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.

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  1. Transportation cost inequalities for mean reflection SPDEs with white noise

    math.PR 2026-05 unverdicted novelty 6.0

    Establishes quadratic transportation cost inequality under uniform norm for mean-reflected SPDEs with white noise where reflection depends on the solution's law.