Using moment approximations to study the density of jump driven SDEs (Q2144339)
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scientific article; zbMATH DE number 7541192
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| English | Using moment approximations to study the density of jump driven SDEs |
scientific article; zbMATH DE number 7541192 |
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Using moment approximations to study the density of jump driven SDEs (English)
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13 June 2022
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interpolation method
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Lévy driven SDE's
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moment problem
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smoothness of densities
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0.7945176959037781
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0.7818864583969116
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0.7644839286804199
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0.7582147717475891
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0.7575002908706665
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