Talagrand Inequality on Free Path Space and Application to Stochastic Reaction Diffusion Equations 被引量：1

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摘要 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.

作者 Feng-yu WANG Tu-sheng ZHANG

机构地区 Center for Applied Mathematics Department of Mathematics School of Mathematics School of Mathematics

出处《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2020年第2期253-261,共9页 应用数学学报（英文版）

基金 supported by National Natural Science Foundation of China(11671372,11771326,11831014).

关键词 STOCHASTIC reaction diffusion EQUATIONS Talagrand TRANSPORTATION cost INEQUALITY free PATH space.

分类号 O211.6 [理学—概率论与数理统计]

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参考文献2

1Li-mingWu,Zheng-liangZhang.Talagrand's T_2-transportation Inequality w.r.t.a Uniform Metric for Diffusions[J].Acta Mathematicae Applicatae Sinica,2004,20(3):357-364. 被引量：10
2Liming WU,Zhengliang ZHANG.Talagrand's T_2-Transportation Inequality and Log-Sobolev Inequality for Dissipative SPDEs and Applications to Reaction-Diffusion Equations[J].Chinese Annals of Mathematics,Series B,2006,27(3):243-262. 被引量：9

二级参考文献15

1Li-mingWu,Zheng-liangZhang.Talagrand's T_2-transportation Inequality w.r.t.a Uniform Metric for Diffusions[J].Acta Mathematicae Applicatae Sinica,2004,20(3):357-364. 被引量：10
2Bobkov, S., Gentil, I., Ledoux, M. Hypercontractivity of Hamilton-Jacobi equations. J. Math. Pure Appl.,80:669-696 (2001). 被引量：1
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7Feyel, D., Ustunel, A.S. The Monge-Kantorovitch problem and Monge-Ampere equation oil Wiener space.Probab. Theor. Rel. Fields, 128(3): 347-385 (2004). 被引量：1
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10Marton, K. A measure concentration inequality for contracting Markov chains. Geom. Fhnct. Anal., 6:556-571 (1997). 被引量：1

共引文献10

1Liming WU,Zhengliang ZHANG.Talagrand's T_2-Transportation Inequality and Log-Sobolev Inequality for Dissipative SPDEs and Applications to Reaction-Diffusion Equations[J].Chinese Annals of Mathematics,Series B,2006,27(3):243-262. 被引量：9
2Zhi LI,Jiaowan LUO.Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion[J].Frontiers of Mathematics in China,2015,10(2):303-321. 被引量：2
3Xiliang FAN.Stochastic Volterra equations driven by fractional Brownian motion[J].Frontiers of Mathematics in China,2015,10(3):595-620. 被引量：1
4李宇勐.分数噪声驱动的四阶随机热方程的传输不等式（英文）[J].数学杂志,2019,39(3):325-334.
5Yu Tao MA,Ran WANG.Transportation Cost Inequalities for Stochastic Reaction-Diffusion Equations with Lévy Noises and Non-Lipschitz Reaction Terms[J].Acta Mathematica Sinica,English Series,2020,36(2):121-136. 被引量：1
6徐丽平,李治.混合型随机微分方程的传输不等式[J].数学物理学报（A辑）,2021,41(1):227-236.
7李宇勐.彩色噪声驱动的分数阶随机热方程的传输不等式[J].应用数学学报,2022,45(2):281-293. 被引量：1
8梁唯伊.分数布朗单驱动的随机微分方程的传输不等式[J].数学杂志,2022,42(3):226-236.
9Yin DAI,Rui Nan LI.Transportation Inequalities for Stochastic Heat Equation with Rough Dependence in Space[J].Acta Mathematica Sinica,English Series,2022,38(11):2019-2038.
10李宇勐.平均反射随机微分方程的传输不等式（英文）[J].应用数学,2019,32(2):409-414.

同被引文献4

1Li-mingWu,Zheng-liangZhang.Talagrand's T_2-transportation Inequality w.r.t.a Uniform Metric for Diffusions[J].Acta Mathematicae Applicatae Sinica,2004,20(3):357-364. 被引量：10
2Liming WU,Zhengliang ZHANG.Talagrand's T_2-Transportation Inequality and Log-Sobolev Inequality for Dissipative SPDEs and Applications to Reaction-Diffusion Equations[J].Chinese Annals of Mathematics,Series B,2006,27(3):243-262. 被引量：9
3Jun Feng LIU.Moderate Deviations for Stochastic Heat Equation with Rough Dependence in Space[J].Acta Mathematica Sinica,English Series,2019,35(9):1491-1510. 被引量：1
4Yu Tao MA,Ran WANG.Transportation Cost Inequalities for Stochastic Reaction-Diffusion Equations with Lévy Noises and Non-Lipschitz Reaction Terms[J].Acta Mathematica Sinica,English Series,2020,36(2):121-136. 被引量：1

引证文献1

1Yin DAI,Rui Nan LI.Transportation Inequalities for Stochastic Heat Equation with Rough Dependence in Space[J].Acta Mathematica Sinica,English Series,2022,38(11):2019-2038.

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Acta Mathematicae Applicatae Sinica

2020年第2期

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