\(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes

DOI10.3150/15-BEJ705zbMath1348.60087arXiv1603.05484OpenAlexW2298218077MaRDI QIDQ282551

Jian Wang

Publication date: 12 May 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.05484

zbMATH Keywords

reflectionLévy processesstochastic differential equationscoupling\(L^p\)-Wasserstein distanceexponential contractivity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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