Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes (Q2512663)
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scientific article; zbMATH DE number 6393345
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| English | Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes |
scientific article; zbMATH DE number 6393345 |
Statements
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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0.8411931991577148
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0.8017090559005737
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0.8007286190986633
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0.7908782362937927
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0.7857766151428223
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