Title of article :
Transportation inequalities for stochastic differential equations with jumps
Author/Authors :
Ma، نويسنده , , Yutao، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
For stochastic differential equations with jumps, we prove that W 1 H transportation inequalities hold for their invariant probability measures and for their process-level laws on the right-continuous path space w.r.t. the L 1 -metric and uniform metric, under dissipative conditions, via Malliavin calculus. Several applications to concentration inequalities are given.
Keywords :
stochastic differential equation , Transportation inequality , Convex concentration inequality
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications