Transportation-cost inequality on path spaces with uniform distance

Let M be a complete Riemannian manifold and [mu] the distribution of the diffusion process generated by where Z is a C1-vector field. When is bounded below and Z has, for instance, linear growth, the transportation-cost inequality with respect to the uniform distance is established for [mu] on the path space over M. A simple example is given to show the optimality of the condition.

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Year of publication:	2008
Authors:	Fang, Shizan ; Wang, Feng-Yu ; Wu, Bo
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 12, p. 2181-2197
Publisher:	Elsevier
Keywords:	Transportation-cost inequality Path space Damped gradient Quasi-invariant flow Uniform distance

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873714