Transportation Cost-Information Inequality for Stochastic Wave Equation
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DOI: 10.1007/s10440-019-00292-y
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,… read more here.
Keywords: cost information; transportation cost; information inequality; stochastic wave ... See more keywords