Derivative formulae for stochastic differential equations driven by Poisson random measures (Q1754605)
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scientific article; zbMATH DE number 6877141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivative formulae for stochastic differential equations driven by Poisson random measures |
scientific article; zbMATH DE number 6877141 |
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Derivative formulae for stochastic differential equations driven by Poisson random measures (English)
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31 May 2018
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stochastic differential equations
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Lévy processes
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Poisson functional
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Dirichlet form
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derivative formulae
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gradient estimate
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0.92754817
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0.9185158
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0.91036403
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0.9077242
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0.90249634
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0.90223306
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0.90161633
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