SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Gradient estimates for SDEs driven by multiplicative Lévy noise · Study

ArticleShelves

ArticleGradient estimates for SDEs driven by multiplicative Lévy noise

Feng‐Yu Wang2015

OA

Articlebronze2015

Gradient estimates for SDEs driven by multiplicative Lévy noise

Feng‐Yu Wang · Lihu Xu · Xicheng Zhang

44 citations·0/0 files stored·Journal of Functional Analysis

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Stochastic processes and statistical mechanics Geometric Analysis and Curvature Flows

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 44 citations exist upstream.

References

2005Stochastic Integration and Differential Equations 2006The Malliavin Calculus and Related Topics 1997Stochastic Analysis 2005Stochastic Integration and Differential Equations. Second Edition.2012Derivative formulas and gradient estimates for SDEs driven by α -stable processes

Cited by

2018Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps 2019Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1999Applications of Malliavin calculus to Monte Carlo methods in financearticle · 3 shared references 2010Change of variable formulas for non-anticipative functionals on path spacearticle · 3 shared references 2000Stochastic calculus with respect to continuous finite quadratic variation processesarticle · 3 shared references 2006Error expansion for the discretization of backward stochastic differential equationsarticle · 3 shared references 2003White noise analysis for Lévy processesarticle · 3 shared references 2005MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSESarticle · 3 shared references

Details

Year2015

Typearticle

Published2015-09-20

VenueJournal of Functional Analysis

ISSN-L0022-1236

Languageen

Citations44

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/j.jfa.2015.09.007

openalex_workW2124968262

Links

Imported from OpenAlex (CC0) — nothing here is generated.