Transportation cost inequality for backward stochastic differential equations (Q2273740)
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scientific article; zbMATH DE number 7110004
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| default for all languages | No label defined |
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| English | Transportation cost inequality for backward stochastic differential equations |
scientific article; zbMATH DE number 7110004 |
Statements
Transportation cost inequality for backward stochastic differential equations (English)
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25 September 2019
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backward stochastic differential equations
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concentration of measure
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transportation-information inequality
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Girsanov transformation
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0.8736870884895325
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0.8127947449684143
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0.8041708469390869
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0.8034263253211975
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0.7970911860466003
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