分数噪声驱动的时空分数阶随机热方程的运费-信息不等式  

Quadratic Transportation Cost Inequalities for a Space-time Fractional Stochastic Heat Equation with Fractional Noise

作　　者：王新宇 李瑞囡 胡淑兰[3,4] Xinyu Wang;Ruinan Li;Shulan Hu(Wenlan School of Business,Zhongnan University of Economics and Law,Wuhan 430073,P.R.China;School of Statistics and Information,Shanghai University of International Business and Economics,Shanghai 201620,P.R.China;School of Statistic and Mathematics,Zhongnan University of Economics and Law,Wuhan 430073,P.R.China;Digital Intelligence Development Research Center,Zhongnan University of Economics and Law,Wuhan 430073,P.R.China)

机构地区：[1]中南财经政法大学文澜学院,武汉430073 [2]上海对外经贸大学统计与信息学院,上海201620 [3]中南财经政法大学统计与数学学院,武汉430073 [4]中南财经政法大学数智发展研究中心,武汉430073

出　　处：《数学学报(中文版)》2025年第1期135-144,共10页Acta Mathematica Sinica:Chinese Series

基　　金：国家自然科学基金资助项目(12101392)。

摘　　要：对于带有分数噪声的时空分数阶随机热方程,本文证明了方程解的概率分布关于连续轨道空间上的加权L^(2)-度量满足Talagrand's T_(2)运费-信息不等式.In this paper,we prove a Talagrand's T_(2) transportation cost-information inequality for the law of the space-time fractional stochastic heat equation with fractional noise on the continuous path space with respect to the weighted L^(2)-norm.

关 键 词：随机热方程 GIRSANOV变换 运费-信息不等式 

分 类 号：O211.6[理学—概率论与数理统计]