Concepedia

Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises

Dejun Luo, Jian Wang

Stochastic Processes and their Applications · 2018 · 45 citations · 24 references

Concepts

EngineeringMathematicsPhysicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesLévy ProcessesMarkov ProcessesStochastic CalculusStochastic Differential EquationsCouplingsLévy - Itô DecompositionLévy-driven Stochastic Differential EquationsLévy-itô DecompositionOrnstein - Uhlenbeck Processes Driven By Lévy NoisePathwise Large DeviationsWeak Convergence Of Stochastic Processes

References

24

Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes

Sean Meyn, Richard L. Tweedie · Advances in Applied Probability · 1993 · 991 citations

Engineering, Mathematics, Dynamical Systems +16

On stochastic equations with respect to semimartingales I.<sup>†</sup>

István Gyöngy · Stochastics · 1980 · 212 citations

Engineering, Mathematics, Probability Theory +16

Pathwise uniqueness for singular SDEs driven by stable processes

Enrico Priola · Institutional Repositories DataBase (IRDB) · 2012 · 128 citations · Full text

Engineering, Mathematics, Dynamical Systems +15

Reflection couplings and contraction rates for diffusions

Probability Theory and Related Fields · 2015 · 126 citations · Full text

Natural Sciences, Physics, Transport Phenomena +7

Coupling Methods for Multidimensional Diffusion Processes

Mu-Fa Chen, Shao-Fu Li · The Annals of Probability · 1989 · 125 citations · Full text

Engineering, Mathematics, Probability Theory +15