Transportation Cost Inequality on Path Spaces with Uniform Distance

Details Transportation Cost Inequality on Path Spaces with Uniform Distance Transportation Cost Inequality on Path Spaces with Uniform Distance

2007-12-19

arxiv.org/abs/0712.3139v1

Mathematics

Probability

to appear in Stochastic Processes and Applications

Scientific paper

Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $M$ be a complete Riemnnian manifold and $\mu$ the distribution of the diffusion process generated by $\ff 1 2\DD+Z$ where $Z$ is a $C^1$-vector field. When $\Ric-\nn Z$ is bounded below and $Z$ has, for instance, linear growth, the transportation-cost inequality with respect to the uniform distance is established for $\mu$ on the path space over $M$. A simple example is given to show the optimality of the condition.

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