Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes (Q2253847): Difference between revisions

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-Lin-Lin Wang
@@ Property / author: Lin-Lin Wang / rank @@
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+Lin-Lin Wang
@@ Property / author: Lin-Lin Wang / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.spa.2014.10.011
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+W2026386093
@@ Property / OpenAlex ID: W2026386093 / rank @@
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@@ Property / cites work @@
+Q3996311
@@ Property / cites work: Q3996311 / rank @@
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@@ Property / cites work @@
+Calcul des variations stochastique et processus de sauts
+Normal rank
@@ Property / cites work @@
+Large deviations and the Malliavin calculus
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@@ Property / cites work @@
+Heat kernel estimates for stable-like processes on \(d\)-sets.
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+Ergodicity for Infinite Dimensional Systems
@@ Property / cites work: Ergodicity for Infinite Dimensional Systems / rank @@
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+Formulae for the derivatives of heat semigroups
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+Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
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+Q3336457
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+Stochastic calculus of variations in mathematical finance.
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+The Malliavin Calculus and Related Topics
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+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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+Gradient estimates and coupling property for semilinear SDEs driven by jump processes
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+Regularity of density for SDEs driven by degenerate Lévy noises
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+Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps
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+Harnack Inequalities for Stochastic Partial Differential Equations
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+Gradient estimates for SDEs driven by multiplicative Lévy noise
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@@ Property / cites work @@
+Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:2253847