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Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes

Jinghai Shao, Chenggui Yuan Orcid Logo

Journal of Mathematical Analysis and Applications, Volume: 425, Issue: 2, Pages: 632 - 654

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1016/j.jmaa.2014.12.060

Published in: Journal of Mathematical Analysis and Applications
Published: 2015
URI: https://cronfa.swan.ac.uk/Record/cronfa22796
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College: Faculty of Science and Engineering
Issue: 2
Start Page: 632
End Page: 654