Wasserstein distance on solutions to stochastic differential equations with jumps (Q6568747)

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scientific article; zbMATH DE number 7877930
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Wasserstein distance on solutions to stochastic differential equations with jumps
scientific article; zbMATH DE number 7877930

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    Wasserstein distance on solutions to stochastic differential equations with jumps (English)
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    8 July 2024
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    This paper mainly studies the Wasserstein distance between the solutions of stochastic differential equations with jumps. Under certain regularities assumptions on the coefficients, both upper and lower estimates are derived.
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    stochastic differential equations
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    jumps
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    Wasserstein distance
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