Transportation inequalities for stochastic differential equations of pure jumps
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Publication:985330
DOI10.1214/09-AIHP320zbMATH Open1209.60015MaRDI QIDQ985330FDOQ985330
Authors: Liming 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
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Stochastic calculus of variations and the Malliavin calculus (60H07) Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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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
- Functional inequalities for marked point processes
- Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion
- 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 stochastic reaction diffusion equations on the whole real line
- Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
- Transportation cost inequalities for SDEs with irregular drifts
- 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
- Transportation cost inequalities for neutral functional stochastic equations
- Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion
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