Derivative formula and coupling property for linear SDEs driven by Lévy processes (Q2300512)
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scientific article; zbMATH DE number 7175369
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| English | Derivative formula and coupling property for linear SDEs driven by Lévy processes |
scientific article; zbMATH DE number 7175369 |
Statements
Derivative formula and coupling property for linear SDEs driven by Lévy processes (English)
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27 February 2020
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Lévy processes
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integration by parts formula
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derivative formula
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coupling property
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0.849635899066925
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0.8138493299484253
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0.8048622012138367
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0.8008468151092529
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