Transportation cost inequality for backward stochastic differential equations
Author:
Funder
Campus France
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference13 articles.
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2. Exponential integrability and transportation cost related to logarithmic Sobolev inequalities;Bobkov;J. Funct. Anal.,1999
3. On the existence and uniqueness of solution to FBSDEs in a non-degenrate case;Delarue;Stoch. Process. Appl.,2002
4. Transportation cost-information inequalities and applications to random dynamical systems and diffusions;Djellout;Ann. Probab.,2004
5. Measure transport on Wiener space and girsanov theorem;Feyel;CRAS Ser. I,2002
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Errata to “Transportation cost inequality for backward stochastic differential equations” [Statist. Probab. Lett. 155 (2019) 108586];Statistics & Probability Letters;2022-03
2. Transportation cost inequality for backward stochastic differential equations with mean reflection;Statistics & Probability Letters;2021-10
3. Functional inequalities for forward and backward diffusions;Electronic Journal of Probability;2020-01-01
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