Drift reduction method for SDEs driven by heterogeneous singular Lévy noise (Q6589585)
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scientific article; zbMATH DE number 7898711
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| English | Drift reduction method for SDEs driven by heterogeneous singular Lévy noise |
scientific article; zbMATH DE number 7898711 |
Statements
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise (English)
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20 August 2024
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drift
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Hölder regularity
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Lévy process
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stochastic differential equation
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transition density
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0.8045498132705688
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0.7968237400054932
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0.7844054698944092
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0.7821017503738403
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