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Liang M, Majka MB, Wang J. Exponential ergodicity for SDEs and McKean–Vlasov processes with Lévy noise. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2021. [DOI: 10.1214/20-aihp1123] [Citation(s) in RCA: 6] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Mingjie Liang
- College of Information Engineering, Sanming University, 365004, Sanming, P.R. China
| | - Mateusz B. Majka
- School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh, EH14 4AS, UK
| | - Jian Wang
- School of Mathematics and Computer Science & Fujian Key Laboratory of Mathematical Analysis and Applications (FJKLMAA) & Center for Applied Mathematics of Fujian Province (FJNU), Fujian Normal University, 350007, Fuzhou, P.R. China
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Torrisi GL. Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps. Stoch Process Their Appl 2020. [DOI: 10.1016/j.spa.2020.05.017] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/27/2022]
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Eberle A, Majka MB. Quantitative contraction rates for Markov chains on general state spaces. ELECTRON J PROBAB 2019. [DOI: 10.1214/19-ejp287] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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