Density functions of doubly-perturbed stochastic differential equations with jumps (Q1705064)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Density functions of doubly-perturbed stochastic differential equations with jumps |
scientific article; zbMATH DE number 6849910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density functions of doubly-perturbed stochastic differential equations with jumps |
scientific article; zbMATH DE number 6849910 |
Statements
Density functions of doubly-perturbed stochastic differential equations with jumps (English)
0 references
14 March 2018
0 references
doubly-perturbed stochastic differential equations (SDEs)
0 references
absolute continuity
0 references
Malliavin calculus
0 references
subordinated Brownian motions
0 references
0 references
0 references