Smoothness of density for stochastic differential equations with Markovian switching (Q2321076)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smoothness of density for stochastic differential equations with Markovian switching |
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Smoothness of density for stochastic differential equations with Markovian switching (English)
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28 August 2019
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Malliavin calculus
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Markovian switching
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smoothness of density
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Bismut formula
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strong Feller property
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