Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump
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Publication:1039008
DOI10.1214/EJP.v13-480zbMath1191.60072arXiv0704.3922MaRDI QIDQ1039008
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0704.3922
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H20: Stochastic integral equations
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