کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155853 958777 2010 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Transportation inequalities for stochastic differential equations with jumps
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Transportation inequalities for stochastic differential equations with jumps
چکیده انگلیسی

For stochastic differential equations with jumps, we prove that W1HW1H transportation inequalities hold for their invariant probability measures and for their process-level laws on the right-continuous path space w.r.t. the L1L1-metric and uniform metric, under dissipative conditions, via Malliavin calculus. Several applications to concentration inequalities are given.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 1, January 2010, Pages 2–21
نویسندگان
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