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Gradient estimates for SDEs driven by multiplicative Lévy noise - MaRDI portal

Gradient estimates for SDEs driven by multiplicative Lévy noise (Q499592)

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Gradient estimates for SDEs driven by multiplicative Lévy noise
scientific article

    Statements

    title
    Gradient estimates for SDEs driven by multiplicative Lévy noise (English)
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    author
    Feng-Yu Wang
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    Lihu Xu
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    Xicheng Zhang
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    publication date
    30 September 2015
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    zbMATH Keywords
    stochastic differential equations
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    multiplicative Lévy noise
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    gradient estimates
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    derivative formula
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    Malliavin calculus
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    cites work
    Q2772170
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    Q4337939
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    Q4435813
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60G51
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    60H07
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    zbMATH DE Number
    6487673
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    OpenAlex ID
    W2124968262
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    arXiv ID
    1301.4528
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