girsanov’s transformation
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Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls

2021 ◽  
pp. 2250004
Author(s):  
Yumeng Li
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Transportation Cost ◽  
Uniform Norm ◽  
Continuous Functions ◽  
Partial Differential ◽  
Girsanov’S Transformation ◽  
Fractional Noises

Using the method of Girsanov’s transformation, we investigate Talagrand’s quadratic transportation cost inequalities for the laws of the solutions of stochastic partial differential equations (SPDEs) with two reflection walls under the uniform norm on the continuous functions space. These equations are driven by fractional noises.

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