Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
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Publication:1939337
DOI10.1016/j.spa.2012.11.012zbMath1261.60060arXiv1204.2630OpenAlexW1991469260MaRDI QIDQ1939337
Publication date: 4 March 2013
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.2630
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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