Transportation-cost inequality on path spaces with uniform distance

Shizan Fang, Feng-Yu Wang and Bo Wu

Stochastic Processes and their Applications, 2008, vol. 118, issue 12, 2181-2197

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.

Keywords: Transportation-cost; inequality; Path; space; Damped; gradient; Quasi-invariant; flow; Uniform; distance (search for similar items in EconPapers)
Date: 2008
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