Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching (Q1731907): Difference between revisions
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scientific article
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English | Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching |
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Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching (English)
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14 March 2019
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Malliavin calculus
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Markovian switching
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smoothness of density
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subordinated Brownian motion
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