Transportation-cost inequalities for diffusions driven by Gaussian processes (Q516102)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transportation-cost inequalities for diffusions driven by Gaussian processes |
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Transportation-cost inequalities for diffusions driven by Gaussian processes (English)
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21 March 2017
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bifractional Brownian motion
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concentration of measure
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Gaussian processes
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rough paths
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stochastic differential equations
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transportation inequalities
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