Browsing Mathematics and Statistics - Faculty Research by Author "Pal, Soumik"

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A note on transportation cost inequalities for diffusions with reflections

Pal, Soumik; Sarantsev, Andrey (2019)

We prove that reflected Brownian motion with normal reflections in a convex domain satisfies a dimension free Talagrand type transportation cost-information inequality. The result is generalized to other reflected diffusion ...