Journal article 751 views 118 downloads
Transportation cost inequalities for SDEs with irregular drifts
Stochastic Processes and their Applications, Volume: 144, Pages: 288 - 311
Swansea University Authors: Yongqiang SUO, Chenggui Yuan
-
PDF | Accepted Manuscript
©2021 All rights reserved. All article content, except where otherwise noted, is licensed under a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND)
Download (357.74KB)
DOI (Published version): 10.1016/j.spa.2021.11.007
Abstract
Transportation cost inequalities for SDEs with irregular drifts
Published in: | Stochastic Processes and their Applications |
---|---|
ISSN: | 0304-4149 |
Published: |
Elsevier BV
2022
|
Online Access: |
Check full text
|
URI: | https://cronfa.swan.ac.uk/Record/cronfa58755 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Keywords: |
Stochastic differential equations; Zvonkin transformation; Transportation cost inequality |
---|---|
College: |
Faculty of Science and Engineering |
Start Page: |
288 |
End Page: |
311 |