Derivative formula and coupling property for linear SDEs driven by Lévy processes
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Publication:2300512
DOI10.1007/s10255-019-0863-1zbMath1431.60047OpenAlexW2996428739MaRDI QIDQ2300512
Yulin Song, Zhao Dong, Yingchao Xie
Publication date: 27 February 2020
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-019-0863-1
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic potential theory (60J45) Jump processes on general state spaces (60J76)
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Cites Work
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