Smooth density and its short time estimate for jump process determined by SDE
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Publication:1660315
DOI10.1016/j.spa.2017.10.016zbMath1405.60127OpenAlexW2769434822MaRDI QIDQ1660315
Hiroshi Kunita, Masaaki Tsuchiya, Yasushi Ishikawa
Publication date: 15 August 2018
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2017.10.016
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Related Items (4)
On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators ⋮ Using moment approximations to study the density of jump driven SDEs ⋮ Hörmander's hypoelliptic theorem for nonlocal operators ⋮ The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
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