Article ID Journal Published Year Pages File Type
7548047 Statistics & Probability Letters 2018 9 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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