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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.