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

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+Stability of a random diffusion with linear drift
@@ Property / cites work: Stability of a random diffusion with linear drift / rank @@
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+Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance
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+Smoothness of density for stochastic differential equations with Markovian switching
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+Malliavin calculus for stochastic differential equations driven by subordinated Brownian motions
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+Q4337939
@@ Property / cites work: Q4337939 / rank @@
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@@ Property / cites work @@
+Stability of stochastic differential equations with Markovian switching
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+On the stability of jump-diffusions with Markovian switching
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+Hybrid switching diffusions. Properties and applications
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+Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
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+Densities for SDEs driven by degenerate \(\alpha\)-stable processes
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+Fundamental solutions of nonlocal Hörmander's operators
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+.1007/S11464-018-0735-7
@@ Property / DOI: 10.1007/S11464-018-0735-7 / rank @@
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