Density estimates for jump diffusion processes
From MaRDI portal
Publication:2668355
DOI10.1016/j.amc.2021.126814OpenAlexW3214811711MaRDI QIDQ2668355
Ngoc Khue Tran, Eulalia Nualart, Arturo Kohatsu-Higa
Publication date: 3 March 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.12168
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic results for renewal risk models with risky investments
- On smoothing properties of transition semigroups associated to a class of SDEs with jumps
- Fundamental solutions and geometry of the sum of squares of vector fields
- The Malliavin Calculus and Related Topics
- Introduction to Malliavin Calculus
This page was built for publication: Density estimates for jump diffusion processes
