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Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps - MaRDI portal

Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps (Q6542890)

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scientific article; zbMATH DE number 7852427
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Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps
scientific article; zbMATH DE number 7852427

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    Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps (English)
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    23 May 2024
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    jump diffusion semigroup
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    densities
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    regularity
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    Asmussen-Rosińki approximation
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