Quadratic transportation inequalities for SDEs with measurable drift
Quadratic transportation inequalities for SDEs with measurable drift
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DOI：
10.1090/proc/15477
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发表时间：
2020-03
期刊：
影响因子：
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通讯作者：
K. Bahlali;S. Mouchtabih;Ludovic Tangpi
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文献类型：
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作者：
K. Bahlali;S. Mouchtabih;Ludovic Tangpi
设X是多维随机微分方程dX（t）= B（t，X（t））dt + sigma（t，X（t））dW（t）\的解，X（0）=x，其中W是标准布朗运动.证明了当B可测且σ在适当的Sobolev空间中时，X的律满足一致二次迁移不等式.
Let X be the solution of the multidimensional stochastic differential equationdX(t) = b(t, X(t)) dt + sigma(t, X(t)) dW(t)\, with X(0)=x where W is a standard Brownian motion. We show that when b is measurable and sigma is in an appropriate Sobolev space, the law of X satisfies a uniform quadratic transportation inequality.