Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4615714 | Journal of Mathematical Analysis and Applications | 2014 | 13 Pages |
Abstract
By using the Φ-entropy inequality derived in [16] and [2] for Poisson measures, the same type of inequality is established for a class of stochastic differential equations driven by purely jump Lévy processes. This inequality implies the exponential convergence in Φ-entropy of the associated Markov semigroup. The semigroup Φ-entropy inequality for SDEs driven by Poisson point processes is also considered.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Feng-Yu Wang,