Transportation Inequalities for Multivalued Stochastic Evolution Equations

Transportation Inequalities for Multivalued Stochastic Evolution Equations

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摘要 In this paper, using the Girsanov transformation argument, we establish Talagrand-type T2 inequalities under the d2 metric and the uniform metric d∞ for the law of the solution of a class multivalued stochastic evolution equations.

作者 XU Liping LI Zhi

机构地区 School of Information and Mathematics

出处《Journal of Partial Differential Equations》 CSCD 2017年第3期254-263,共10页 偏微分方程（英文版）

关键词 TRANSPORTATION COST INEQUALITIES Girsanov TRANSFORMATION multivalued STOCHASTIC evolution equation.

分类号 O211.63 [理学—概率论与数理统计]

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Journal of Partial Differential Equations

2017年第3期

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Transportation Inequalities for Multivalued Stochastic Evolution Equations

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