WASSERSTEIN DISTANCE ON SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS

Takeuchi, Atsushi

Osaka Journal of Mathematics, 2024, 61(3), 391-407

アクセス数:74件（2025-06-20 22:40 集計）

固定URL: https://doi.org/10.18910/97639

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タイトル	WASSERSTEIN DISTANCE ON SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS
著者	NRID 1000030336755 1000030336755 著者名 Takeuchi, Atsushi
抄録	In this paper, we shall focus on the Wasserstein distance between two jump processes determined by stochastic differential equations in Rd or the Riemannian manifold M. As an application, the study on the Wasserstein distance implies that the law of the subordinated Brownian motion on M is different from the one of the canonical projected process of the Marcus-type equation with jumps valued in the bundle of orthonormal frames O(M).
出版者	Osaka University and Osaka City University, Departments of Mathematics
収録物名	Osaka Journal of Mathematics
巻(号)	61(3)
ページ	391-407
刊行年月	2024-07
言語	英語
ハンドルURL	https://hdl.handle.net/11094/97639
DOI	https://doi.org/10.18910/97639
PISSN	00306126
NCID	AA00765910
アクセス権	open access
出版タイプ	Version of Record
カテゴリ	紀要論文 Departmental Bulletin Paper
カテゴリ	Osaka Journal of Mathematics / Volume 61, Number 3 （2024-07）

資源タイプ	紀要論文
ローカル資源タイプ	紀要論文
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Osaka Journal of Mathematics. 2024, 61(3), p. 391-407
DC.title	WASSERSTEIN DISTANCE ON SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS
DC.creator	Takeuchi, Atsushi
DC.publisher	Osaka University and Osaka City University, Departments of Mathematics
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2024-07
DCTERMS.abstract	In this paper, we shall focus on the Wasserstein distance between two jump processes determined by stochastic differential equations in Rd or the Riemannian manifold M. As an application, the study on the Wasserstein distance implies that the law of the subordinated Brownian motion on M is different from the one of the canonical projected process of the Marcus-type equation with jumps valued in the bundle of orthonormal frames O(M).
DC.identifier	10.18910/97639
DC.format	97639
citation_title	WASSERSTEIN DISTANCE ON SOLUTIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS
citation_author	Takeuchi, Atsushi
citation_publisher	Osaka University and Osaka City University, Departments of Mathematics
citation_language	英語
citation_date	2024-07
citation_journal_title	Osaka Journal of Mathematics
citation_volume	61
citation_issue	3
citation_firstpage	391
citation_lastpage	407
citation_public_url	https://hdl.handle.net/11094/97639
citation_doi_detail	10.18910/97639
citation_doi	https://doi.org/10.18910/97639