{ "id": "1910.04934", "version": "v1", "published": "2019-10-11T01:43:21.000Z", "updated": "2019-10-11T01:43:21.000Z", "title": "Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise", "authors": [ "Shijie shang", "Ran Wang" ], "categories": [ "math.PR" ], "abstract": "In this paper, we prove transportation inequalities on the space of continuous paths with respect to the uniform metric, for the law of solution to a stochastic heat equation defined on $[0,T]\\times [0,1]^d$. This equation is driven by the Gaussian noise, white in time and colored in space. The proof is based on a new moment inequality under the uniform metric for the stochastic convolution with respect to the time-white and space-colored noise, which is of independent interest.", "revisions": [ { "version": "v1", "updated": "2019-10-11T01:43:21.000Z" } ], "analyses": { "subjects": [ "60E15", "60H15" ], "keywords": [ "stochastic heat equation driven", "uniform metric", "transportation inequalities", "space-colored noise", "time-white" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }