Smoothness of density for stochastic differential equations with Markovian switching (Q2321076)
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scientific article
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| 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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0.8920110464096069
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0.8354669809341431
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0.8067598342895508
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