transportation cost inequalities for diffusions under uniform distance

Abstract :

We prove the transportation inequality with the uniform norm for the laws of diffusion pro- cesses with Lipschitz and/or dissipative coefficients and apply them to some singular stochastic differential equations of interest encountered in Riemann's conjecture.

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Submitted on : Friday, September 13, 2019 - 3:44:12 PM
Last modification on : Saturday, September 14, 2019 - 1:39:06 AM

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  • HAL Id : hal-02286427, version 1

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A. Suleyman Ustunel. transportation cost inequalities for diffusions under uniform distance. Springer proceedings in Mathematics and Statistics, 2012, 22, pp.203-213. ⟨hal-02286427⟩

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