Convex concentration for some additive functionals of jump stochastic differential equations (Q2391994)

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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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