| Talagrand's T_2-transportation Inequality w.r.t.a Uniform Metric for Diffusions |
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| 作者姓名： | Li-ming Wu~ Zheng-liang Zhang~
Laboratoire de Mathématiques Appliquées.CNRS-UMR Université Blaise Pascal Aubière France |
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| 作者单位： | Li-ming Wu~1 Zheng-liang Zhang~2
1 Laboratoire de Mathématiques Appliquées.CNRS-UMR 6620，Université Blaise Pascal，63177 Aubière，France(E-mail:Li-Ming.Wu@math.univ-bpclermont.fr)& Department Mathematics，Wuhan University，430072，China
2 Department Mathematics，Wuhan University，430072，China(E-mail:zz1731205@yahoo.com.cn) |
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| 基金项目： | Supported by the Yangtze professorship programm |
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| 摘 要： | Using the method of Girsanov transformation,we establish the Talagrand's T_2-inequality for dif-fusion on the path space C(0,N],R~d) with respect to a uniform metric,with the constant independent of N.This improves the known results for the L~2-metric.
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Talagrand's T_2-transportation Inequality w.r.t.a Uniform Metric for Diffusions |
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| Abstract: | Using the method of Girsanov transformation,we establish the Talagrand's T_2-inequality for dif-fusion on the path space C(0,N],R~d) with respect to a uniform metric,with the constant independent of N.This improves the known results for the L~2-metric. |
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| Keywords: | Transportation inequalities diffusions Girsanov transformation |
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