Convex concentration for some additive functionals of jump stochastic differential equations (Q2391994): Difference between revisions

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+Convex ordering for random vectors using predictable representation
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+Convex comparison inequalities for non-Markovian stochastic integrals
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+Q3462067
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+BOUNDS ON OPTION PRICES IN POINT PROCESS DIFFUSION MODELS
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+Transportation-information inequalities for Markov processes
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+Calcul stochastique et problèmes de martingales
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+Convex concentration inequalities and forward-backward stochastic calculus
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+Markov processes associated with certain integro-differential operators
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+Q4114577
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+Spectral gap and convex concentration inequalities for birth-death processes
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+Q3800836
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+Transportation inequalities for stochastic differential equations with jumps
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+Diffusion processes associated with L�vy generators
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+Symmetric Lévy type operator
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+Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
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+Q3518679
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