摘要
In this paper,we prove Talagrand’s T2 transportation cost-information inequality for the law of stochastic heat equation driven by Gaussian noise,which is fractional for a time variable with the Hurst index H∈(1/2,1),and is correlated for the spatial variable.The Girsanov theorem for fractional-colored Gaussian noise plays an important role in the proof.
作者
李瑞因
王新宇
Ruinan LI;Xinyu WANG(School of Statistics and Information,Shanghai University of International Business and Economics,Shanghai 201620,China;Wenlan School of Business,Zhongnan University of Economics and Law,Wuhan 430073,China)
基金
supported by the Shanghai Sailing Program (21YF1415300)
the Natural Science Foundation of China (12101392)
supported by the Natural Science Foundation of China (11871382,11771161).
