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






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