On a Wasserstein-type distance between solutions to stochastic differential equations

DOI10.1214/18-AAP1423zbMath1412.60115OpenAlexW2784107730WikidataQ128340849 ScholiaQ128340849MaRDI QIDQ2415509

Jocelyne Bion-Nadal, Denis Talay

Publication date: 22 May 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aoap/1550566838

zbMATH Keywords

stochastic controlstochastic differential equationsWasserstein distance

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

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