Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155853 | Stochastic Processes and their Applications | 2010 | 20 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Yutao Ma,