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- W2022188842 abstract "By using the Φ-entropy inequality derived in [16], [2] for Poisson measures, the same type of inequality is established for a class of stochastic differential equations driven by purely jump Lévy processes. This inequality implies the exponential convergence in Φ-entropy of the associated Markov semigroup. The semigroup Φ-entropy inequality for SDEs driven by Poisson point processes is also considered." @default.
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- W2022188842 date "2014-10-01" @default.
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- W2022188842 title "Φ-entropy inequality and application for SDEs with jumps" @default.
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- W2022188842 doi "https://doi.org/10.1016/j.jmaa.2014.03.086" @default.
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