ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178)
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scientific article; zbMATH DE number 7621887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES |
scientific article; zbMATH DE number 7621887 |
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ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (English)
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22 November 2022
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asymptotic expansion
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gamma process
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stochastic differential equation
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transition density
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