메뉴 건너뛰기




Volumn 20, Issue 3, 2004, Pages 357-364

Talagrand's T2-transportation inequality w.r.t. a uniform metric for diffusions

Author keywords

Diffusions; Girsanov transformation; Transportation inequalities

Indexed keywords


EID: 33746160563     PISSN: 01689673     EISSN: 16183932     Source Type: Journal    
DOI: 10.1007/s10255-004-0175-x     Document Type: Article
Times cited : (34)

References (14)
  • 1
    • 0035638785 scopus 로고    scopus 로고
    • Hypercontractivity of Hamilton-Jacobi equations
    • Bobkov, S., Gentil, I., Ledoux, M. Hypercontractivity of Hamilton-Jacobi equations. J. Math. Pure Appl., 80: 669-696 (2001)
    • (2001) J. Math. Pure Appl , vol.80 , pp. 669-696
    • Bobkov, S.1    Gentil, I.2    Ledoux, M.3
  • 2
    • 0002829137 scopus 로고    scopus 로고
    • Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
    • Bobkov, S., Götze, F. Exponential integrability and transportation cost related to logarithmic Sobolev inequalities. J. Funct. Anal., 163: 1-28 (1999)
    • (1999) J. Funct. Anal , vol.163 , pp. 1-28
    • Bobkov, S.1    Götze, F.2
  • 3
    • 4544338134 scopus 로고    scopus 로고
    • Transportation cost-information inequalities and applications to random dynamical systems and diffusions
    • to appear
    • Djellout, H., Guillin, A., Wu, L. Transportation cost-information inequalities and applications to random dynamical systems and diffusions. Ann. Probab., 2004 (to appear)
    • (2004) Ann. Probab
    • Djellout, H.1    Guillin, A.2    Wu, L.3
  • 4
    • 11044233211 scopus 로고    scopus 로고
    • Transportation cost inequalities on path and loop groups
    • to appear
    • Fang, S., Shao, J. Transportation cost inequalities on path and loop groups. J. Funct. Anal., (to appear)
    • J. Funct. Anal
    • Fang, S.1    Shao, J.2
  • 5
    • 0037715366 scopus 로고    scopus 로고
    • Measure transport on Wiener space and Girsanov theorem
    • Feyel, D., Ustunel, A.S. Measure transport on Wiener space and Girsanov theorem. CRAS Serie I, 334: 1025-1028 (2002)
    • (2002) CRAS Serie I , vol.334 , pp. 1025-1028
    • Feyel, D.1    Ustunel, A.S.2
  • 6
    • 12144289125 scopus 로고    scopus 로고
    • The Monge-Kantorovitch problem and Monge-Ampère equation on Wiener space
    • Feyel, D., Ustunel, A.S. The Monge-Kantorovitch problem and Monge-Ampère equation on Wiener space. Probab. Theor. Rel. Fields, 128(3): 347-385 (2004)
    • (2004) Probab. Theor. Rel. Fields , vol.128 , Issue.3 , pp. 347-385
    • Feyel, D.1    Ustunel, A.S.2
  • 8
    • 0030514042 scopus 로고    scopus 로고
    • Bounding d̄-distance by information divergence: A method to prove measure concentration
    • Marton, K. Bounding d̄-distance by information divergence: a method to prove measure concentration. Ann. Probab., 24: 857-866 (1996)
    • (1996) Ann. Probab , vol.24 , pp. 857-866
    • Marton, K.1
  • 9
    • 0030557447 scopus 로고    scopus 로고
    • A measure concentration inequality for contracting Markov chains
    • Marton, K. A measure concentration inequality for contracting Markov chains. Geom. Funct. Anal., 6: 556-571 (1997)
    • (1997) Geom. Funct. Anal , vol.6 , pp. 556-571
    • Marton, K.1
  • 10
    • 0001559554 scopus 로고    scopus 로고
    • Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
    • Otto, F., Villani, C. Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality. J. Funct. Anal., 173: 361-400 (2000)
    • (2000) J. Funct. Anal , vol.173 , pp. 361-400
    • Otto, F.1    Villani, C.2
  • 11
    • 0030551055 scopus 로고    scopus 로고
    • Transportation cost for Gaussian and other product measures
    • Talagrand, M. Transportation cost for Gaussian and other product measures. Geom. Funct. Anal., 6: 587-600 (1996)
    • (1996) Geom. Funct. Anal , vol.6 , pp. 587-600
    • Talagrand, M.1
  • 12
    • 42249101941 scopus 로고    scopus 로고
    • optimal transportation. Grad. Stud. Math, 58, American Mathematical Society
    • Villani, C. Topics in optimal transportation. Grad. Stud. Math. (58), American Mathematical Society, 2003
    • (2003) Topics
    • Villani, C.1
  • 13
    • 0347662121 scopus 로고    scopus 로고
    • Probability distance inequalities on Rimaniann manifolds and path spaces
    • Wang, F.Y. Probability distance inequalities on Rimaniann manifolds and path spaces. J. Funct. Anal., 206: 167-190 (2004)
    • (2004) J. Funct. Anal , vol.206 , pp. 167-190
    • Wang, F.Y.1
  • 14
    • 0141432133 scopus 로고    scopus 로고
    • Transportation cost inequalities on path spaces over Riemannian manifolds
    • Wang, F.Y. Transportation cost inequalities on path spaces over Riemannian manifolds. Illinois J. Math., 46: 1197-1206 (2002)
    • (2002) Illinois J. Math , vol.46 , pp. 1197-1206
    • Wang, F.Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.