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
Pages
20
From page
2
To page
21
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
Serial Year
2010
Journal title
Stochastic Processes and their Applications
Record number
1578233
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