Transportation cost inequalities for SDEs with irregular drifts

DOI10.1016/J.SPA.2021.11.007zbMath1485.60057OpenAlexW3216340666MaRDI QIDQ2066969

Yongqiang Suo, Shao-Qin Zhang, Chenggui Yuan

Publication date: 17 January 2022

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2021.11.007

zbMATH Keywords

Zvonkin's transformationtransportation cost inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (3)

Distribution dependent SDEs driven by fractional Brownian motions ⋮ Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs ⋮ Large deviation principle for distribution dependent S(P)DEs with singular drift

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