Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
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DOI: 10.1016/j.spa.2018.09.003
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- Böttcher, Björn & Schilling, René L. & Wang, Jian, 2011. "Corrigendum to âConstructions of coupling processes for Lévy processesâ," Stochastic Processes and their Applications, Elsevier, vol. 121(11), pages 2711-2714, November.
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- Zhang, Xicheng, 2013. "Derivative formulas and gradient estimates for SDEs driven by α-stable processes," Stochastic Processes and their Applications, Elsevier, vol. 123(4), pages 1213-1228.
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Cited by:
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- Wang, Tao, 2022. "Ergodic convergence rates for time-changed symmetric Lévy processes in dimension one," Statistics & Probability Letters, Elsevier, vol. 183(C).
- Franziska Kühn, 2021. "Schauder Estimates for Poisson Equations Associated with Non-local Feller Generators," Journal of Theoretical Probability, Springer, vol. 34(3), pages 1506-1578, September.
- Huang, Lu-Jing & Majka, Mateusz B. & Wang, Jian, 2022. "Strict Kantorovich contractions for Markov chains and Euler schemes with general noise," Stochastic Processes and their Applications, Elsevier, vol. 151(C), pages 307-341.
- Jianhai Bao & Jian Wang, 2023. "Coupling methods and exponential ergodicity for two‐factor affine processes," Mathematische Nachrichten, Wiley Blackwell, vol. 296(5), pages 1716-1736, May.
- Liang, Mingjie & Wang, Jian, 2020. "Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling," Stochastic Processes and their Applications, Elsevier, vol. 130(5), pages 3053-3094.
- Li, Pei-Sen & Wang, Jian & Zhou, Xiaowen, 2024. "Quasi-stationary distribution for continuous-state branching processes with competition," Stochastic Processes and their Applications, Elsevier, vol. 177(C).
- Shukai Chen & Rongjuan Fang & Xiangqi Zheng, 2023. "Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments," Journal of Theoretical Probability, Springer, vol. 36(3), pages 1572-1590, September.
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Keywords
Refined basic coupling; Lévy jump process; Wasserstein-type distance; Strong ergodicity;All these keywords.
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