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Talk

Transporation-cost inequalities and rough paths

  • Sebastian Riedel (Technische Universität Berlin, Germany)
A3 01 (Sophus-Lie room)

Abstract

Transportation-cost inequalities can be used to characterize the concentration properties of probability measures. In this talk, we will investigate the law of diffusions driven by a multidimensional Gaussian process and we will show that Lyons' rough paths theory is a powerful tool to establish such inequalities on path spaces.

Upcoming Events of this Seminar

  • Dienstag, 11.03.25 tba with Jianfeng Lu
  • Dienstag, 11.03.25 tba with Steffen Börm
  • Dienstag, 06.05.25 tba with Ilya Chevyrev
  • Dienstag, 03.06.25 tba with Mate Gerencser