Talk
Transporation-cost inequalities and rough paths
- Sebastian Riedel (Technische Universität Berlin, Germany)
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.
