Journal article 1122 views
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
Journal of Mathematical Analysis and Applications, Volume: 425, Issue: 2, Pages: 632 - 654
Swansea University Author: Chenggui Yuan
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DOI (Published version): 10.1016/j.jmaa.2014.12.060
Abstract
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
Published in: | Journal of Mathematical Analysis and Applications |
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Published: |
2015
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URI: | https://cronfa.swan.ac.uk/Record/cronfa22796 |
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College: |
Faculty of Science and Engineering |
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Issue: |
2 |
Start Page: |
632 |
End Page: |
654 |