The symbol associated with the solution of a stochastic differential equation (Q638325): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q162442 |
||
| Property / author | |||
| Property / author: Q586093 / rank | |||
Revision as of 21:57, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The symbol associated with the solution of a stochastic differential equation |
scientific article |
Statements
The symbol associated with the solution of a stochastic differential equation (English)
0 references
9 September 2011
0 references
stochastic differential equation
0 references
Lévy process
0 references
semimartingale
0 references
pseudo-differential operator
0 references
Blumenthal-Getoor index
0 references
sample path properties
0 references
