Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
From MaRDI portal
Publication:2146653
DOI10.3934/math.2021173OpenAlexW3118330090MaRDI QIDQ2146653
Publication date: 17 June 2022
Published in: AIMS Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/math.2021173
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (1)
Cites Work
- Unnamed Item
- Transportation cost inequalities for neutral functional stochastic equations
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching
- Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
- Transportation inequalities for stochastic differential equations of pure jumps
- Doubly perturbed neutral diffusion processes with Markovian switching and Poisson jumps
- Self-avoiding random walk: A Brownian motion model with local time drift
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Brownian motion and random walk perturbed at extrema
- Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
- Perturbed Brownian motions
- Transportation cost inequalities on path spaces over Riemannian manifolds
- Probability distance inequalities on Riemannian manifolds and path spaces.
- Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Some calculations for doubly perturbed Brownian motion
- Transportation inequalities for neutral stochastic differential equations driven by fractional Brownian motion with Hurst parameter lesser than \(1/2\)
- Approximate solutions for a class of doubly perturbed stochastic differential equations
- Perturbed Skorohod equations and perturbed reflected diffusion processes
- Talagrand's \(T_2\)-transportation inequality w.r.t. a uniform metric for diffusions
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Transportation cost for Gaussian and other product measures
- Concentration for multidimensional diffusions and their boundary local times
- Doubly perturbed neutral stochastic functional equations
- Talagrand's \(T_2\)-transportation inequality and log-Sobolev inequality for dissipative SPDEs and applications to reaction-diffusion equations
- Doubly perturbed jump-diffusion processes
- Transportation inequalities for stochastic differential equations with jumps
- On Strong Feller, Recurrence, and Weak Stabilization of Regime-Switching Diffusions
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
- Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
- Transportation Cost Inequalities for Diffusions Under Uniform Distance
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching