Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
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Publication:2274295
DOI10.1016/j.spa.2018.09.003zbMath1422.60128arXiv1604.07206OpenAlexW2962961233MaRDI QIDQ2274295
Publication date: 19 September 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1604.07206
Related Items (19)
Quantitative contraction rates for Markov chains on general state spaces ⋮ Strict Kantorovich contractions for Markov chains and Euler schemes with general noise ⋮ Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one ⋮ Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises ⋮ Coupling methods and exponential ergodicity for two‐factor affine processes ⋮ Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling ⋮ Wasserstein-type distances of two-type continuous-state branching processes in Lévy random environments ⋮ Exponential ergodicity for a class of Markov processes with interactions ⋮ Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions ⋮ Evolution of the Wasserstein distance between the marginals of two Markov processes ⋮ Periodic homogenization of a Lévy-type process with small jumps ⋮ Exponential ergodicity for general continuous-state nonlinear branching processes ⋮ Non-uniform gradient estimates for SDEs with local monotonicity conditions ⋮ A unified approach to coupling SDEs driven by Lévy noise and some applications ⋮ Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms ⋮ Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling ⋮ Schauder estimates for Poisson equations associated with non-local Feller generators ⋮ Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling ⋮ Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
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