Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant \(\alpha\)-stable process
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Publication:2288817
DOI10.1016/j.spl.2019.108664zbMath1439.60057OpenAlexW2982390404MaRDI QIDQ2288817
Longjie Xie, Yingchao Xie, Xiaobin Sun
Publication date: 20 January 2020
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.108664
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
Cites Work
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