Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise (Q765405)
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scientific article; zbMATH DE number 6015946
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| English | Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise |
scientific article; zbMATH DE number 6015946 |
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Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise (English)
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19 March 2012
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linear stochastic differential equation with Lévy noise
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multidimensional Ornstein-Uhlenbeck process
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0.91128623
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0.8967875
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0.89668334
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0.8960652
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0.8959537
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0.89216506
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0.8873122
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