Andrey Sarantsev (University of Nevada, Reno)
-
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.