Smooth density of canonical stochastic differential equation with jumps (Q3579544)
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scientific article; zbMATH DE number 5765009
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| English | Smooth density of canonical stochastic differential equation with jumps |
scientific article; zbMATH DE number 5765009 |
Statements
9 August 2010
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Malliavin calculus
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jump process
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canonical SDE
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smooth density
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Lévy process
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Hörmander condition
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0.8774840831756592
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0.876039445400238
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0.8548093438148499
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