TCI for SDEs with irregular drifts

TL;DR

This paper establishes new transportation cost inequalities for stochastic differential equations with irregular drifts, including Dini continuous and singular coefficients, advancing the understanding of their probabilistic properties.

Contribution

It introduces novel transportation inequalities for SDEs with irregular and singular drifts, extending existing theoretical frameworks.

Findings

Established $T_2(C)$ inequality for SDEs with Dini continuous drift.

Proved $T_1(C)$ inequality for SDEs with singular coefficients.

Enhanced the theoretical understanding of stochastic processes with irregular drifts.

Abstract

We obtain $T_2(C)$ for stochastic differential equations with Dini continuous drift and $T_1(C)$ stochastic differential equations with singular coefficients.