Transportation inequalities for stochastic differential equations of pure jumps

DOI10.1214/09-AIHP320zbMath1209.60015MaRDI QIDQ985330

Li-ming Wu

Publication date: 21 July 2010

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/241053

zbMATH Keywords

Malliavin calculus; stochastic differential equations; jump processes; transportation inequalities

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H07: Stochastic calculus of variations and the Malliavin calculus

Related Items

Transportation cost inequalities for neutral functional stochastic equations, Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion, Stochastic Volterra equations driven by fractional Brownian motion, Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes, Exponential convergence of fisher entropy for diffusion processes

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