Pages that link to "Item:Q3161752"
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The following pages link to Sobolev index: A classification of L\'evy processes (Q3161752):
Displayed 4 items.
- A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363) (← links)
- Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations (Q2821763) (← links)
- Variational Solutions of the Pricing PIDEs for European Options in Lévy Models (Q4586315) (← links)
- Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)