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Sensitivity Analysis for Jump Processes - MaRDI portal

Sensitivity Analysis for Jump Processes (Q2909984)

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Sensitivity Analysis for Jump Processes
scientific article

    Statements

    title
    Sensitivity Analysis for Jump Processes (English)
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    author
    Atsushi Takeuchi
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    publication date
    7 September 2012
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    zbMATH Keywords
    heat kernel
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    jump processes
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    logarithmic derivatives
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    stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    60J75
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    60H30
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    60H07
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    zbMATH DE Number
    6078917
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    OpenAlex ID
    W2202234768
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