Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes

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Publication:2253847

DOI10.1016/j.spa.2014.10.011zbMath1322.60098OpenAlexW2026386093MaRDI QIDQ2253847

Xicheng Zhang, Longjie Xie, Lin-Lin Wang

Publication date: 13 February 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.10.011



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