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Transportation cost-information inequality for stochastic wave equation with spatially inhomogeneous white noise

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Listed:
  • Yao, Zhigang
  • Zhang, Bin
  • Liu, Junfeng

Abstract

In this paper, we prove the existence, uniqueness and Hölder continuity of the mild solution to the nonlinear stochastic wave equation driven by spatially inhomogeneous white noise. Furthermore, we establish a Talagrand’s T2 transportation cost-information inequality for the law of the solution on the continuous path space with respect to the weighted L2-metric.

Suggested Citation

  • Yao, Zhigang & Zhang, Bin & Liu, Junfeng, 2025. "Transportation cost-information inequality for stochastic wave equation with spatially inhomogeneous white noise," Statistics & Probability Letters, Elsevier, vol. 219(C).
    • Handle: RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224002906
    DOI: 10.1016/j.spl.2024.110321
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    References listed on IDEAS

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    1. Dawson, Donald A. & Fleischmann, Klaus, 1994. "A super-Brownian motion with a single point catalyst," Stochastic Processes and their Applications, Elsevier, vol. 49(1), pages 3-40, January.
    2. Boufoussi, Brahim & Hajji, Salah, 2018. "Transportation inequalities for stochastic heat equations," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 75-83.
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