简介:UsingthemethodofGirsanovtransformation,weestablishtheTalagrand'sT2-inequalityfordiffusiononthepathspaceC([0,N],R^d)withrespecttoauniformmetric,withtheconstantindependentofN.ThisimprovestheknownresultsfortheL2-metric.
Talagrand's T2-transportation Inequality w.r.t, a Uniform Metric for Diffusions