Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients (Q2830711)
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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 |
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Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients (English)
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28 October 2016
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stochastic differential equations
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jumps
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Lévy process
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parametrix method
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stochastic representation
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