Strict Kantorovich contractions for Markov chains and Euler schemes with general noise
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DOI: 10.1016/j.spa.2022.06.011
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References listed on IDEAS
- Luo, Dejun & Wang, Jian, 2019. "Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3129-3173.
- Majka, Mateusz B., 2017. "Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 127(12), pages 4083-4125.
- 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.
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Keywords
Markov chain; Strict Kantorovich contractivity; Total variation; Wasserstein distance; Refined basic coupling; Coupling by reflection;All these keywords.
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