Journal article 531 views 87 downloads
Transportation cost inequalities for SDEs with irregular drifts
Yongqiang SUO,
Chenggui Yuan 
,
Shao-Qin Zhang
,
Shao-Qin Zhang
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 |
|---|---|
| ISSN: | 0304-4149 |
| Published: |
Elsevier BV
2022
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| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa58755 |
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| Keywords: |
Stochastic differential equations; Zvonkin transformation; Transportation cost inequality |
|---|---|
| College: |
Faculty of Science and Engineering |
| Start Page: |
288 |
| End Page: |
311 |