Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes (Q2253847): Difference between revisions
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Revision as of 19:14, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes |
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Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes (English)
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13 February 2015
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stochastic differential equations
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derivative formula
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Malliavin calculus
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multiplicative Lévy noise
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gradient estimate
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stable-like process
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transition semigroup
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