\(\Phi\)-entropy inequality and application for SDEs with jumps

DOI10.1016/j.jmaa.2014.03.086zbMath1329.60199OpenAlexW2022188842MaRDI QIDQ488530

Feng-Yu Wang

Publication date: 26 January 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.03.086

zbMATH Keywords

Markov semigroupstochastic differential equationsPoisson measureexponential convergence\(\Phi\)-entropy inequalitypure jump Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Inequalities involving derivatives and differential and integral operators (26D10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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