Transportation inequalities for stochastic differential equations of pure jumps

DOI10.1214/09-AIHP320zbMath1209.60015MaRDI QIDQ985330

Li-ming Wu

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

zbMATH Keywords

Malliavin calculus; stochastic differential equations; jump processes; transportation inequalities

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H07: Stochastic calculus of variations and the Malliavin calculus

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