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Estimates of Tempered Stable Densities · Study

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ArticleEstimates of Tempered Stable Densities

Paweł Sztonyk2009

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Articlegreen2009

Estimates of Tempered Stable Densities

58 citations·0/0 files stored·Journal of Theoretical Probability

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Stochastic processes and financial applications Probability and Statistical Research Probability and Risk Models

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2006Tempering stable processes

Cited by

2011Transition density estimates for jump Lévy processes 2016A parametrix approach for some degenerate stable driven SDEs 2014Exponential stock models driven by tempered stable processes 2022On Multidimensional stable-driven Stochastic Differential Equations with Besov drift 2011Exact Asymptotic for Distribution Densities of Lévy Functionals 2020Well-posedness of some non-linear stable driven SDEs

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Year2009

Typearticle

Published2009-01-26

VenueJournal of Theoretical Probability

ISSN-L0894-9840

Languageen

Citations58

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10959-009-0208-8

openalex_workW2014967066

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