Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients (Q2830711)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients |
scientific article |
Statements
Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients (English)
0 references
28 October 2016
0 references
stochastic differential equations
0 references
jumps
0 references
Lévy process
0 references
parametrix method
0 references
stochastic representation
0 references
