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摘要: |
本文研究了分数噪声驱动的四阶随机热方程.利用无穷维的Girsanov定理和鞅表示定理,在连续轨道空间上得到了一致收敛拓扑下的Talagrand传输不等式,推广了吴黎明和张正良文献[1]中的结果. |
关键词: 四阶随机热方程 分数噪声 传输不等式 |
DOI: |
分类号:O211.6 |
基金项目:Supported by Postdoctor Foundation in Zhongnan University of Economics and Law. |
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TRANSPORTATION INEQUALITIES FOR THE FOURTH-ORDER STOCHASTIC HEAT EQUATIONS WITH FRACTIONAL NOISES |
LI Yu-meng
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Abstract: |
In this paper, we study the fourth-order stochastic heat equations with fractional noises. By using the Girsanov transformation and the martingale representation theorem, we obtain a Talagrand transportation on the continuous paths space, which extends the result in [1]. |
Key words: fourth-order stochastic heat equation fractional noise transportation inequality |