Derivative formulae for stochastic differential equations driven by Poisson random measures (Q1754605): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2018.02.026 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2792681242 / rank | |||
Normal rank | |||
Revision as of 22:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative formulae for stochastic differential equations driven by Poisson random measures |
scientific article |
Statements
Derivative formulae for stochastic differential equations driven by Poisson random measures (English)
0 references
31 May 2018
0 references
stochastic differential equations
0 references
Lévy processes
0 references
Poisson functional
0 references
Dirichlet form
0 references
derivative formulae
0 references
gradient estimate
0 references
