Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
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Publication:2291964
DOI10.1214/18-AIHP941zbMath1462.60059arXiv1610.06916MaRDI QIDQ2291964
Publication date: 31 January 2020
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.06916
Lévy processesMalliavin calculusstochastic differential equationscouplingsWasserstein distancestransportation inequalities
Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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