L^{p}$-Wasserstein distance for stochastic differential equations driven by Lévy processes
L^{p}$-Wasserstein distance for stochastic differential equations driven by Lévy processes
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Bernoulli Society for Mathematical Statistics and Probability
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English
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Bernoulli Society for Mathematical Statistics and Probability
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Coupling by reflection mixed with synchronous coupling is constructed for a class of stochastic differential equations (SDEs) driven by Lévy noises. As an application, we establish the exponential contractivity of the associated semigroups (P_{t})_{t\ge0} with respect to the standard L^{p}-Wasserstein distance for all p\in[1,\infty). In particular,...
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Full title
L^{p}$-Wasserstein distance for stochastic differential equations driven by Lévy processes
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_bj_1458132993
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_bj_1458132993
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ISSN
1350-7265
DOI
10.3150/15-BEJ705
