Drift reduction method for SDEs driven by heterogeneous singular Lévy noise (Q6589585)

From MaRDI portal





scientific article; zbMATH DE number 7898711
Language Label Description Also known as
English
Drift reduction method for SDEs driven by heterogeneous singular Lévy noise
scientific article; zbMATH DE number 7898711

    Statements

    Drift reduction method for SDEs driven by heterogeneous singular Lévy noise (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    20 August 2024
    0 references
    drift
    0 references
    Hölder regularity
    0 references
    Lévy process
    0 references
    stochastic differential equation
    0 references
    transition density
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references