On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients (Q2812016)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients |
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On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients (English)
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10 June 2016
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stochastic flow
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stable process
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local time
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differentiability with respect to initial data
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