Transportation inequalities for stochastic wave equation

Published 14 Nov 2018 in math.PR | (1811.06385v2)

Abstract: 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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