Transportation cost-information inequalities and applications to random dynamical systems and diffusions

Annals of Probability

Volumn 32, Issue 3 B, 2004, Pages 2702-2732

  Djellout, H ^a   Guillin, A ^b   Wu, L ^a,c  

^a UNIVERSITÉ BLAISE PASCAL   (France)

^b UNIVERSITÉ PARIS DAUPHINE   (France)

^c WUHAN UNIVERSITY   (China)

Author keywords

Diffusions; Girsanov's transformation; Random dynamical systems; Transportation cost information inequalities

Indexed keywords

EID: 4544338134     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117904000000531     Document Type: Article

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