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Talagrand Inequality on Free Path Space and Application to Stochastic Reaction Diffusion Equations

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Abstract

By using a split argument due to [1], the transportation cost inequality is established on the free path space of Markov processes. The general result is applied to stochastic reaction diffusion equations with random initial values.

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Author information

Authors and Affiliations

  1. Center for Applied Mathematics, Tianjin University, Tianjin, 300072, China

    Feng-yu Wang

  2. Department of Mathematics, Swansea University, Bay Campus, Swansea, SA1 8EN, UK

    Feng-yu Wang

  3. School of Mathematics, University of Manchester, Oxford Road, Manchester, M13 9PL, UK

    Tu-sheng Zhang

  4. School of Mathematics, University of Science and Technology of China, Hefei, 230026, China

    Tu-sheng Zhang

Authors
  1. Feng-yu Wang
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  2. Tu-sheng Zhang
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Correspondence to Feng-yu Wang.

Additional information

This paper is supported by National Natural Science Foundation of China (11671372, 11771326, 11831014).

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Wang, Fy., Zhang, Ts. Talagrand Inequality on Free Path Space and Application to Stochastic Reaction Diffusion Equations. Acta Math. Appl. Sin. Engl. Ser. 36, 253–261 (2020). https://doi.org/10.1007/s10255-020-0926-3

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  • DOI: https://doi.org/10.1007/s10255-020-0926-3

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