Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548047 | Statistics & Probability Letters | 2018 | 9 Pages |
Abstract
Using the method of Girsanov transformation, we establish the transportation inequalities, on the continuous paths space with respect to the L2 metric, for the law of the solution of stochastic heat equation driven by space-time white noise. The case of stochastic heat equations driven by fractional noise is also investigated.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Brahim Boufoussi, Salah Hajji,