Transportation cost inequality for backward stochastic differential equations (Q2273740)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transportation cost inequality for backward stochastic differential equations |
scientific article |
Statements
Transportation cost inequality for backward stochastic differential equations (English)
0 references
25 September 2019
0 references
backward stochastic differential equations
0 references
concentration of measure
0 references
transportation-information inequality
0 references
Girsanov transformation
0 references
0 references
0 references
