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math.PR2016
The Itô SDEs and Fokker--Planck equations with Osgood and Sobolev coefficients
Dejun Luo
We study the degenerated Itô SDE on whose drift coefficient only fulfills a mixed Osgood and Sobolev regularity. Under suitable assumptions on the gradient of the dif…
math.PR2016★ 8 cited
Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
Dejun Luo, Jian Wang
We establish the exponential convergence with respect to the -Wasserstein distance and the total variation for the semigroup corresponding to the stochastic differential equat…