Transportation inequalities for stochastic differential equations of pure jumps
From MaRDI portal
(Redirected from Publication:985330)
Recommendations
- Transportation inequalities for stochastic differential equations with jumps
- Transportation inequalities for SDEs involving fractional Brownian motion and standard Brownian motion
- Transportation cost inequality for backward stochastic differential equations
- Transportation cost inequalities for diffusions under uniform distance
- Stability estimates for invariant measures of diffusion processes, with applications to stability of moment measures and Stein kernels
- Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
- Reflection coupling and Wasserstein contractivity without convexity
- Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus
- Transportation cost inequalities for Wasserstein diffusions
- Talagrand concentration inequalities for stochastic partial differential equations
Cites work
- scientific article; zbMATH DE number 46016 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- scientific article; zbMATH DE number 3894218 (Why is no real title available?)
- A large deviation approach to some transportation cost inequalities
- A new modified logarithmic Sobolev inequality for Poisson point processes and several applications
- Convex concentration inequalities and forward-backward stochastic calculus
- Duality formulas on the Poisson space
- Essential spectral radius for Markov semigroups. I: Discrete time case
- Exponential integrability and transportation cost related to logarithmic Sobolev inequalities
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Harnack and functional inequalities for generalized Mehler semigroups.
- Quantitative concentration inequalities for empirical measures on non-compact spaces
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
- The Lévy-Fokker-Planck equation: \(\Phi\)-entropies and convergence to equilibrium
- The concentration of measure phenomenon
- Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
- Transportation-information inequalities for Markov processes
- Uniformly integrable operators and large deviations for Markov processes
Cited in
(20)- Transportation cost inequality for backward stochastic differential equations with mean reflection
- 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
- Exponential convergence of fisher entropy for diffusion processes
- Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
- Functional inequalities for marked point processes
- Talagrand inequality on free path space and application to stochastic reaction diffusion equations
- Quadratic transportation inequalities for SDEs with measurable drift
- Deviation inequalities for stochastic differential equations with jumps
- Transportation inequalities for stochastic differential equations with jumps
- Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching
- Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion
- Stochastic Volterra equations driven by fractional Brownian motion
- Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
- Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
- Transportation cost inequalities for SDEs with irregular drifts
- Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
- Transportation cost inequalities for neutral functional stochastic equations
- Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
This page was built for publication: Transportation inequalities for stochastic differential equations of pure jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q985330)
