On a Wasserstein-type distance between solutions to stochastic differential equations

Jocelyne Bion-Nadal 1 Denis Talay 2
2 TOSCA - TO Simulate and CAlibrate stochastic models
CRISAM - Inria Sophia Antipolis - Méditerranée , IECL - Institut Élie Cartan de Lorraine : UMR7502
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Submitted on : Tuesday, December 4, 2018 - 11:13:25 AM
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Jocelyne Bion-Nadal, Denis Talay. On a Wasserstein-type distance between solutions to stochastic differential equations. Annals of Applied Probability, Institute of Mathematical Statistics (IMS), In press. ⟨hal-01943863⟩

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