Transportation inequalities for stochastic wave equation
classification
🧮 math.PR
keywords
equationspacestochastictransportationwavecontinuouscorrelatedcost-information
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In this paper, we prove a Talagrand's T2 transportation cost-information inequality for the law of a stochastic wave equation in spatial dimension d=3 driven by the Gaussian random field, white in time and correlated in space, on the continuous paths space with respect to the uniform topology.
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