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Transportation inequalities for stochastic heat equations

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  • Boufoussi, Brahim
  • Hajji, Salah

Abstract

Using the method of Girsanov transformation, we establish the transportation inequalities, on the continuous paths space with respect to the L2 metric, for the law of the solution of stochastic heat equation driven by space–time white noise. The case of stochastic heat equations driven by fractional noise is also investigated.

Suggested Citation

  • Boufoussi, Brahim & Hajji, Salah, 2018. "Transportation inequalities for stochastic heat equations," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 75-83.
    • Handle: RePEc:eee:stapro:v:139:y:2018:i:c:p:75-83
    DOI: 10.1016/j.spl.2018.03.012
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    Cited by:

    1. Li, Ruinan & Wang, Xinyu, 2024. "Talagrand’s transportation inequality for SPDEs with locally monotone drifts," Statistics & Probability Letters, Elsevier, vol. 204(C).
    2. Li, Ruinan & Li, Yumeng, 2020. "Talagrand’s quadratic transportation cost inequalities for reflected SPDEs driven by space–time white noise," Statistics & Probability Letters, Elsevier, vol. 161(C).
    3. Li, Ruinan & Zhang, Beibei, 2024. "A transportation inequality for reflected SPDEs on infinite spatial domain," Statistics & Probability Letters, Elsevier, vol. 206(C).

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