Density functions of doubly-perturbed stochastic differential equations with jumps

DOI10.1007/s11464-017-0659-7zbMath1390.60196OpenAlexW2754669424MaRDI QIDQ1705064

Yulin Song

Publication date: 14 March 2018

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-017-0659-7

zbMATH Keywords

Malliavin calculusabsolute continuitysubordinated Brownian motionsdoubly-perturbed stochastic differential equations (SDEs)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

The averaging method for doubly perturbed distribution dependent SDEs

Cites Work

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• Perturbed Skorohod equations and perturbed reflected diffusion processes
• Malliavin calculus for stochastic differential equations driven by subordinated Brownian motions
• Doubly perturbed jump-diffusion processes
• The Malliavin Calculus and Related Topics

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