Convex concentration for some additive functionals of jump stochastic differential equations (Q2391994): Difference between revisions
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Revision as of 15:43, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex concentration for some additive functionals of jump stochastic differential equations |
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Convex concentration for some additive functionals of jump stochastic differential equations (English)
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6 August 2013
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convex concentration inequalities
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transportation-information inequalities
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stochastic differential equations with jumps
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interest rate derivatives
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