Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes (Q2512663)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes |
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Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes (English)
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30 January 2015
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transportation-cost inequalities
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stochastic differential equations
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jumps
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diffusions
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regime-switching processes
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Wasserstein distance
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