Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes (Q2104027)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes |
scientific article |
Statements
Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes (English)
0 references
9 December 2022
0 references
bismut-elworthy-Li formula
0 references
Lévy processes
0 references
Malliavin calculus
0 references
0 references
