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In this paper, we prove a Talagrand’s \(T_{2}\) transportation cost-information inequality for the law of stochastic wave equation in spatial dimension \(d=3\) driven by the Gaussian random field, white in… Click to show full abstract
In this paper, we prove a Talagrand’s \(T_{2}\) transportation cost-information inequality for the law of stochastic wave equation in spatial dimension \(d=3\) driven by the Gaussian random field, white in time and correlated in space, on the continuous path space with respect to the weighted \(L^{2}\)-norm on \(\mathbb{R}^{3}\).
Keywords:
cost information;
transportation cost;
information inequality;
stochastic wave;
wave equation
Journal Title: Acta Applicandae Mathematicae
Year Published: 2019
Link to full text (if available)
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Journal Title: Acta Applicandae Mathematicae
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!