scientific article; zbMATH DE number 2169683

zbMATH Open1065.60116MaRDI QIDQ4677125

A. M. Kulik

Publication date: 20 May 2005

Title of this publication is not available (Why is that?)

zbMATH Keywords

Lévy processlog-Sobolev inequalityextended stochastic integral

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05)

Related Items (3)

Martingale Representation of Functionals of Lévy Processes ⋮ Perturbation analysis of Poisson processes ⋮ Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem

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