Transportation inequalities for stochastic differential equations of pure jumps
文献类型：期刊论文
| 作者 | Wu, Liming1,2 |
| 刊名 | ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
 |
| 出版日期 | 2010-05-01 |
| 卷号 | 46期号:2页码:465-479 |
| 关键词 | Transportation inequalities Stochastic differential equations Malliavin calculus |
| ISSN号 | 0246-0203 |
| DOI | 10.1214/09-AIHP320 |
| 英文摘要 | For stochastic differential equations of pure jumps, though the Poincare inequality does not hold in general, we show that W-1 H transportation inequalities hold for its invariant probability measure and for its process-level law on right continuous paths space in the L-1-metric or in uniform metrics, under the dissipative condition. Several applications to concentration inequalities are given. |
| 语种 | 英语 |
| WOS记录号 | WOS:000283528000007 |
| 出版者 | INST MATHEMATICAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/10681]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wu, Liming |
| 作者单位 | 1.Chinese Acad Sci, Inst Appl Math, AMSS, Beijing 100190, Peoples R China 2.Univ Clermont Ferrand, Lab Math Appl, CNRS, UMR 6620, F-63177 Aubiere, France |
| 推荐引用方式 GB/T 7714 | Wu, Liming. Transportation inequalities for stochastic differential equations of pure jumps[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,2010,46(2):465-479. |
| APA | Wu, Liming.(2010).Transportation inequalities for stochastic differential equations of pure jumps.ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,46(2),465-479. |
| MLA | Wu, Liming."Transportation inequalities for stochastic differential equations of pure jumps".ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 46.2(2010):465-479. |
入库方式： OAI收割
来源：数学与系统科学研究院
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