Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching (Q1731907): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2780665063
@@ Property / OpenAlex ID: W2780665063 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.5913
@@ Property / arXiv ID: 1410.5913 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of a random diffusion with linear drift
@@ Property / cites work: Stability of a random diffusion with linear drift / rank @@
+Normal rank
@@ Property / cites work @@
+Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance
+Normal rank
@@ Property / cites work @@
+Smoothness of density for stochastic differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Malliavin calculus for stochastic differential equations driven by subordinated Brownian motions
+Normal rank
@@ Property / cites work @@
+Q4337939
@@ Property / cites work: Q4337939 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of stochastic differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+On the stability of jump-diffusions with Markovian switching
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank
@@ Property / cites work @@
+Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
+Normal rank
@@ Property / cites work @@
+Densities for SDEs driven by degenerate \(\alpha\)-stable processes
+Normal rank
@@ Property / cites work @@
+Fundamental solutions of nonlocal Hörmander's operators
+Normal rank
@@ Property / Wikidata QID @@
+Q128991387
@@ Property / Wikidata QID: Q128991387 / rank @@
+Normal rank