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Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes

Jinghai Shao, Chenggui Yuan Orcid Logo

Journal of Mathematical Analysis and Applications, Volume: 425, Issue: 2, Pages: 632 - 654

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1016/j.jmaa.2014.12.060

Published in: Journal of Mathematical Analysis and Applications
Published: 2015
URI: https://cronfa.swan.ac.uk/Record/cronfa22796
first_indexed 2015-08-07T02:05:10Z
last_indexed 2018-02-09T05:01:18Z
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spelling 2015-08-06T12:48:22.2757151 v2 22796 2015-08-06 Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2015-08-06 MACS Journal Article Journal of Mathematical Analysis and Applications 425 2 632 654 31 12 2015 2015-12-31 10.1016/j.jmaa.2014.12.060 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University 2015-08-06T12:48:22.2757151 2015-08-06T12:48:22.2757151 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jinghai Shao 1 Chenggui Yuan 0000-0003-0486-5450 2
title Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
spellingShingle Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
Chenggui Yuan
title_short Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
title_full Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
title_fullStr Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
title_full_unstemmed Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
title_sort Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Jinghai Shao
Chenggui Yuan
format Journal article
container_title Journal of Mathematical Analysis and Applications
container_volume 425
container_issue 2
container_start_page 632
publishDate 2015
institution Swansea University
doi_str_mv 10.1016/j.jmaa.2014.12.060
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
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active_str 0
published_date 2015-12-31T03:43:32Z
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