On parabolic inequalities for generators of diffusions with jumps (Q2447289)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On parabolic inequalities for generators of diffusions with jumps |
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On parabolic inequalities for generators of diffusions with jumps (English)
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25 April 2014
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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.
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jump diffusions
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transition probabilities
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absolute continuity
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Fokker-Planck-Kolmogorov equation
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