Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise (Q1635962)
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| English | Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise |
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Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise (English)
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1 June 2018
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pseudo-differential operator
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generator of a Markov process
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transition probability density
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martingale problem
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SDE
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Levi's parametrix method
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0.8042833209037781
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0.7639330625534058
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0.7592204213142395
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