Transportation cost inequalities for SDEs with irregular drifts
نویسندگان
چکیده
In this paper, the quadratic transportation cost inequality for SDEs with Dini continuous drift and W 1 -transportation singular coefficients are established via stability of Wasserstein distance relative entropy measures under homeomorphism induced by Zvonkin’s transformation.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2022
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2021.11.007