Smooth densities for solutions to stochastic differential equations with jumps (Q1016622)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Smooth densities for solutions to stochastic differential equations with jumps |
scientific article |
Statements
Smooth densities for solutions to stochastic differential equations with jumps (English)
0 references
6 May 2009
0 references
jump diffusions
0 references
malliavin calculus
0 references
semimartingales
0 references
0 references