Transportation inequalities for stochastic differential equations of pure jumps
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Publication:985330
DOI10.1214/09-AIHP320zbMath1209.60015MaRDI QIDQ985330
Publication date: 21 July 2010
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/241053
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Exponential convergence of fisher entropy for diffusion processes ⋮ Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching ⋮ Transportation cost inequalities for neutral functional stochastic equations ⋮ Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion ⋮ Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps ⋮ Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion ⋮ A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift ⋮ Talagrand inequality on free path space and application to stochastic reaction diffusion equations ⋮ Transportation cost inequality for backward stochastic differential equations with mean reflection ⋮ Functional inequalities for marked point processes ⋮ Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes ⋮ Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms ⋮ Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling ⋮ Transportation cost inequalities for SDEs with irregular drifts ⋮ Stochastic Volterra equations driven by fractional Brownian motion
Cites Work
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- The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
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- Transportation-information inequalities for Markov processes
- A large deviation approach to some transportation cost inequalities
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