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CONCENTRATION OF MEASURE FOR STOCHASTIC HEAT EQUATION  

Andrey Sarantsev (University of Nevada, Reno)
Monday, October 8, 2018 - 2:30pm to 3:30pm
PDL C-401

Abstract:  Transportation-cost information inequalities quantify concentration of a probability measure on a Euclidean or abstract space. This theory was developed for Markov chains and stochastic differential equations (SDE). In this work, we prove this inequality for a class of stochastic partial differential equations (SPDE). Joint work with Davar Khoshnevisan.

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