典型文献
Transportation Inequalities for Stochastic Heat Equation with Rough Dependence in Space
文献摘要:
In this paper,we prove a Talagrand's T2 transportation cost-information inequality for the law of the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise,which is white in time and which has the covariance of a fractional Brownian motion with Hurst parameter H ∈(1/4,1/2)in the space variable,on the continuous path space with respect to the weighted L2-norm.
文献关键词:
中图分类号:
作者姓名:
Yin DAI;Rui Nan LI
作者机构:
School of Mathematics and Statistics,Wuhan University,Wuhan 430072,P.R.China;School of Statistics and Information,Shanghai University of International Business and Economics,Shanghai 201620,P.R.China
文献出处:
引用格式:
[1]Yin DAI;Rui Nan LI-.Transportation Inequalities for Stochastic Heat Equation with Rough Dependence in Space)[J].数学学报(英文版),2022(11):2019-2038
A类:
B类:
Transportation,Inequalities,Stochastic,Heat,Equation,Rough,Dependence,Space,this,paper,prove,Talagrand,transportation,cost,information,inequality,law,nonlinear,one,dimensional,stochastic,heat,equation,driven,by,Gaussian,noise,which,white,covariance,fractional,Brownian,motion,Hurst,parameter,space,variable,continuous,path,respect,weighted,L2,norm
AB值:
0.755556
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