Convex concentration for some additive functionals of jump stochastic differential equations (Q2391994)
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scientific article; zbMATH DE number 6195383
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| English | Convex concentration for some additive functionals of jump stochastic differential equations |
scientific article; zbMATH DE number 6195383 |
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Convex concentration for some additive functionals of jump stochastic differential equations (English)
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6 August 2013
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convex concentration inequalities
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transportation-information inequalities
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stochastic differential equations with jumps
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interest rate derivatives
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0.9148921
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0.9103354
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0.89641654
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0.8936689
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0.89062583
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0.8868259
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0.88384825
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