Density functions of doubly-perturbed stochastic differential equations with jumps (Q1705064)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Density functions of doubly-perturbed stochastic differential equations with jumps |
scientific article |
Statements
Density functions of doubly-perturbed stochastic differential equations with jumps (English)
0 references
14 March 2018
0 references
doubly-perturbed stochastic differential equations (SDEs)
0 references
absolute continuity
0 references
Malliavin calculus
0 references
subordinated Brownian motions
0 references