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Volumn 22, Issue , 2012, Pages 203-214

Transportation Cost Inequalities for Diffusions Under Uniform Distance

Author keywords

(Multi valued) stochastic differential equations; Dissipative functions; Entropy; Transport inequality; Wasserstein distance

Indexed keywords

DIFFERENTIAL EQUATIONS; ENTROPY; STOCHASTIC SYSTEMS;

EID: 84893563431     PISSN: 21941009     EISSN: 21941017     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-642-29982-7_9     Document Type: Conference Paper
Times cited : (37)

References (12)
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  • 2
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  • 4
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    • Transportation cost-information inequalities and applications to random dynamical systems and diffusions
    • Djellout, H., Guillin, A., Wu, L.: Transportation cost-information inequalities and applications to random dynamical systems and diffusions. Ann. Probab. 32, 2702-2732 (2004)
    • (2004) Ann. Probab. , vol.32 , pp. 2702-2732
    • Djellout, H.1    Guillin, A.2    Wu, L.3
  • 5
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    • Measure transport on Wiener space and the Girsanov Theorem
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  • 10
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    • 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)
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  • 12
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    • Talagrand's T2-transportation inequality w. r. to a uniform metric for diffusions
    • Wu, L., Zhang, Z.L.: Talagrand's T2-transportation inequality w. r. to a uniform metric for diffusions. Acta Math. Appl. Sinica, English Series 20(3), 357-364 (2004)
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.