Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise
DOI10.3233/ASY-201640zbMath1502.35171OpenAlexW3088775321MaRDI QIDQ5018408
Publication date: 16 December 2021
Published in: Asymptotic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/asy-201640
Lévy processesneural networksstochastic differential equationsBorel summabilityFeynman graphs and rulestransition probability densities
Processes with independent increments; Lévy processes (60G51) Artificial neural networks and deep learning (68T07) Asymptotic expansions of solutions to PDEs (35C20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35) PDEs in connection with statistical mechanics (35Q82)
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