Quantitative estimates for Lévy driven SDEs with different drifts and applications
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Cites work
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- Ergodic behavior of Markov processes. With applications to limit theorems
- Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs
- Exponential ergodicity for non-dissipative McKean-Vlasov SDEs
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- Exponential ergodicity for singular reflecting McKean-Vlasov SDEs
- Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
- Harnack inequalities for McKean-Vlasov SDEs driven by subordinate Brownian motions
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- scientific article; zbMATH DE number 2133327 (Why is no real title available?)
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- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
- Reflection couplings and contraction rates for diffusions
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- Stochastic processes
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- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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- Theory of stochastic differential equations with jumps and applications.
- Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems
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