A transportation inequality for reflected SPDEs on infinite spatial domain

Ruinan Li and Beibei Zhang

Statistics & Probability Letters, 2024, vol. 206, issue C

Abstract: For the stochastic partial differential equation with reflection on the infinite spatial domain, we establish a quadratic transportation cost inequality under the weighted sup-norm. The proof is based on a new moment inequality under the weighted sup-norm for the stochastic convolution with respect to the space–time white noise.

Keywords: Reflection; Quadratic transportation cost inequality; Stochastic partial differential equation (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2023.109959

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