Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching (Q1731907)
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scientific article; zbMATH DE number 7036358
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| English | Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching |
scientific article; zbMATH DE number 7036358 |
Statements
Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching (English)
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14 March 2019
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Malliavin calculus
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Markovian switching
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smoothness of density
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subordinated Brownian motion
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0.8920110464096069
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0.8348264098167419
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0.8291299343109131
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0.8168187141418457
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