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Li Y. Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls. STOCH DYNAM 2021. [DOI: 10.1142/s0219493722500046] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
Abstract
Using the method of Girsanov’s transformation, we investigate Talagrand’s quadratic transportation cost inequalities for the laws of the solutions of stochastic partial differential equations (SPDEs) with two reflection walls under the uniform norm on the continuous functions space. These equations are driven by fractional noises.
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Affiliation(s)
- Yumeng Li
- School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan 430073, P. R. China
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Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise. Stat Probab Lett 2020. [DOI: 10.1016/j.spl.2020.108734] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
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Shang S, Zhang T. Talagrand concentration inequalities for stochastic heat-type equations under uniform distance. ELECTRON J PROBAB 2019. [DOI: 10.1214/19-ejp388] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Pal S, Sarantsev A. A note on transportation cost inequalities for diffusions with reflections. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2019. [DOI: 10.1214/19-ecp223] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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