Journal article 1446 views
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
Jinghai Shao,
Chenggui Yuan 
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 |
|---|---|
| Published: |
2015
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa22796 |
| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
2 |
| Start Page: |
632 |
| End Page: |
654 |