Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes

DOI10.1016/j.jmaa.2014.12.060zbMath1322.60096OpenAlexW2065429529MaRDI QIDQ2512663

Jing Hai Shao, Chenggui Yuan

Publication date: 30 January 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.12.060

zbMATH Keywords

jumpsstochastic differential equationsdiffusionsWasserstein distancetransportation-cost inequalitiesregime-switching processes

Mathematics Subject Classification ID

Related Items (3)

A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift ⋮ 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

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