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

Zhigang Yao, Bin Zhang and Junfeng Liu

Statistics & Probability Letters, 2025, vol. 219, issue C

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.

Keywords: Stochastic wave equation; Spatially inhomogeneous white noise; Transportation cost-information inequality (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2024.110321

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