Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise (Q5391390): Difference between revisions
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Revision as of 20:04, 5 March 2024
scientific article; zbMATH DE number 5875180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise |
scientific article; zbMATH DE number 5875180 |
Statements
Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise (English)
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6 April 2011
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linear stochastic differential equation
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Ornstein-Uhlenbeck process
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Lévy process
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distribution density
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