Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise (Q5391390)
From MaRDI portal
scientific article; zbMATH DE number 5875180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise |
scientific article; zbMATH DE number 5875180 |
Statements
Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise (English)
0 references
6 April 2011
0 references
linear stochastic differential equation
0 references
Ornstein-Uhlenbeck process
0 references
Lévy process
0 references
distribution density
0 references
