Convex concentration for some additive functionals of jump stochastic differential equations
DOI10.1007/S10114-013-2635-9zbMATH Open1277.28004OpenAlexW2403248507MaRDI QIDQ2391994FDOQ2391994
Authors: Nicolas Privault, Yutao Ma 
Publication date: 6 August 2013
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-013-2635-9
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Cites Work
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- Transportation inequalities for stochastic differential equations with jumps
- Convex comparison inequalities for non-Markovian stochastic integrals
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- Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
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Cited In (9)
- Convex concentration inequalities and forward-backward stochastic calculus
- Stochastic ordering by \(g\)-expectations
- Deviation inequalities for exponential jump-diffusion processes
- Convex comparison inequalities for non-Markovian stochastic integrals
- Convex comparison inequalities for exponential jump-diffusion processes
- Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus
- Concentration inequalities for stochastic differential equations with additive fractional noise
- Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
- Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps
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