The following pages link to (Q3996311):
Displayed 14 items.
- Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients (Q281856) (← links)
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- Strong Feller properties for degenerate SDEs with jumps (Q297467) (← links)
- Functionals of a Lévy process on canonical and generic probability spaces (Q300280) (← links)
- Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
- Absolute continuity for some one-dimensional processes (Q453264) (← links)
- Lévy flights in evolutionary ecology (Q455776) (← links)
- Densities for SDEs driven by degenerate \(\alpha\)-stable processes (Q465466) (← links)
- Weak error for stable driven stochastic differential equations: expansion of the densities (Q548158) (← links)
- Coefficients of asymptotic expansions of SDE with jumps (Q607565) (← links)
- Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure (Q633146) (← links)
- The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups (Q644790) (← links)
- Integration by parts formula and applications to equations with jumps (Q662819) (← links)
- Regularization properties of the 2D homogeneous Boltzmann equation without cutoff (Q662820) (← links)