Title	Coupling, ergodicity and transportation inequalities for SDEs with jumps
Creator	Majka, Mateusz
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-11-10T14:45
Description	We present a construction of a coupling of solutions to a certain class of SDEs with jumps, which includes SDEs driven by symmetric $\alpha$-stable processes with $\alpha \in (1,2)$. As an application, we quantify the speed of convergence of solutions to such equations to their invariant measures, both in the standard $L^1$-Wasserstein and the total variation distances. As a second application, we obtain some transportation inequalities, which characterize concentration of the distributions of these solutions, and which were previously known only under the global dissipativity assumption on the drift.
Extent	48 minutes
Subject	Mathematics; Probability theory and stochastic processes; Functional analysis; Probability / statistical mechanics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Bonn
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2017-06-18
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0348339
URI	http://hdl.handle.net/2429/62021
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Graduate
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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