On parabolic inequalities for generators of diffusions with jumps (Q2447289): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:25, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On parabolic inequalities for generators of diffusions with jumps |
scientific article |
Statements
On parabolic inequalities for generators of diffusions with jumps (English)
0 references
25 April 2014
0 references
Absolute continuity in space and time variables of the transition probabilities of a jump diffusion is established under very general conditions on the coefficients. This is illustrated with examples.
0 references
jump diffusions
0 references
transition probabilities
0 references
absolute continuity
0 references
Fokker-Planck-Kolmogorov equation
0 references
