Transporation-cost inequalities and rough paths

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


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.

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

Upcoming Events of this Seminar

  • Tuesday, 20.08.24 tba with Tomasz Komorowski
  • Tuesday, 03.12.24 tba with Patricia Gonçalves
  • Tuesday, 03.12.24 tba with Sara Daneri