Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises

From MaRDI portal
Publication:2274295

DOI10.1016/j.spa.2018.09.003zbMath1422.60128arXiv1604.07206OpenAlexW2962961233MaRDI QIDQ2274295

De Jun Luo, Jian Wang

Publication date: 19 September 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.07206



Related Items

Quantitative contraction rates for Markov chains on general state spaces, Strict Kantorovich contractions for Markov chains and Euler schemes with general noise, Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one, Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises, Coupling methods and exponential ergodicity for two‐factor affine processes, Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling, Wasserstein-type distances of two-type continuous-state branching processes in Lévy random environments, Exponential ergodicity for a class of Markov processes with interactions, Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions, Evolution of the Wasserstein distance between the marginals of two Markov processes, Periodic homogenization of a Lévy-type process with small jumps, Exponential ergodicity for general continuous-state nonlinear branching processes, Non-uniform gradient estimates for SDEs with local monotonicity conditions, A unified approach to coupling SDEs driven by Lévy noise and some applications, Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms, Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling, Schauder estimates for Poisson equations associated with non-local Feller generators, Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling, Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise



Cites Work