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Transportation-cost inequality on path spaces with uniform distance

Author

Listed:
  • Fang, Shizan
  • Wang, Feng-Yu
  • Wu, Bo

Abstract

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.

Suggested Citation

  • Fang, Shizan & Wang, Feng-Yu & Wu, Bo, 2008. "Transportation-cost inequality on path spaces with uniform distance," Stochastic Processes and their Applications, Elsevier, vol. 118(12), pages 2181-2197, December.
    • Handle: RePEc:eee:spapps:v:118:y:2008:i:12:p:2181-2197
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    Cited by:

    1. Li-Juan Cheng & Kun Zhang, 2017. "Reflecting Diffusion Processes on Manifolds Carrying Geometric Flow," Journal of Theoretical Probability, Springer, vol. 30(4), pages 1334-1368, December.

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