Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise (Q765405)
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| Language | Label | Description | Also known as |
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| English | Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise |
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Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise (English)
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19 March 2012
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linear stochastic differential equation with Lévy noise
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multidimensional Ornstein-Uhlenbeck process
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