论文标题
具有可测量漂移的SDE的二次运输不平等
Quadratic transportation inequalities for SDEs with measurable drift
论文作者
论文摘要
令x为多维随机微分方程dx（t）= b（t，x（t））dt + sigma（t，x（t））dw（t）\，x（0）= x，其中w是标准的布朗尼运动。我们表明，当B可以测量并且Sigma在适当的Sobolev空间中时，X的定律满足了统一的二次运输不等式。
Let X be the solution of the multidimensional stochastic differential equationdX(t) = b(t, X(t)) dt + sigma(t, X(t)) dW(t)\, with X(0)=x where W is a standard Brownian motion. We show that when b is measurable and sigma is in an appropriate Sobolev space, the law of X satisfies a uniform quadratic transportation inequality.
