Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise (Q765405): Difference between revisions
From MaRDI portal
Latest revision as of 00:51, 5 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise |
scientific article |
Statements
Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise (English)
0 references
19 March 2012
0 references
linear stochastic differential equation with Lévy noise
0 references
multidimensional Ornstein-Uhlenbeck process
0 references
