Journal article 605 views 97 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
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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 |
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ISSN: | 0304-4149 |
Published: |
Elsevier BV
2022
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Online Access: |
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URI: | https://cronfa.swan.ac.uk/Record/cronfa58755 |
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Keywords: |
Stochastic differential equations; Zvonkin transformation; Transportation cost inequality |
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College: |
Faculty of Science and Engineering |
Start Page: |
288 |
End Page: |
311 |