Matches in SemOpenAlex for { <https://semopenalex.org/work/W4232019979> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W4232019979 endingPage "511" @default.
- W4232019979 startingPage "481" @default.
- W4232019979 abstract "We consider a Lévy process X t and the solution Y t of a stochastic differential equation driven by X t; we suppose that X t has infinitely many small jumps, but its Lévy measure may be very singular (for instance it may have a countable support). We obtain sufficient conditions ensuring the existence of a smooth density for Y t: these conditions are similar to those of the classical Malliavin calculus for continuous diffusions. More generally, we study the smoothness of the law of variables F defined on a Poisson probability space; the basic tool is a duality formula from which we estimate the characteristic function of F." @default.
- W4232019979 created "2022-05-12" @default.
- W4232019979 creator A5026106367 @default.
- W4232019979 date "1996-08-01" @default.
- W4232019979 modified "2023-10-18" @default.
- W4232019979 title "On the existence of smooth densities for jump processes" @default.
- W4232019979 doi "https://doi.org/10.1007/s004400050052" @default.
- W4232019979 hasPublicationYear "1996" @default.
- W4232019979 type Work @default.
- W4232019979 citedByCount "2" @default.
- W4232019979 crossrefType "journal-article" @default.
- W4232019979 hasAuthorship W4232019979A5026106367 @default.
- W4232019979 hasBestOaLocation W42320199792 @default.
- W4232019979 hasConcept C100906024 @default.
- W4232019979 hasConcept C102634674 @default.
- W4232019979 hasConcept C105795698 @default.
- W4232019979 hasConcept C106159729 @default.
- W4232019979 hasConcept C110729354 @default.
- W4232019979 hasConcept C11505638 @default.
- W4232019979 hasConcept C121332964 @default.
- W4232019979 hasConcept C133338972 @default.
- W4232019979 hasConcept C134306372 @default.
- W4232019979 hasConcept C138885662 @default.
- W4232019979 hasConcept C162324750 @default.
- W4232019979 hasConcept C166144826 @default.
- W4232019979 hasConcept C197055811 @default.
- W4232019979 hasConcept C202444582 @default.
- W4232019979 hasConcept C21031990 @default.
- W4232019979 hasConcept C2776825372 @default.
- W4232019979 hasConcept C2778023678 @default.
- W4232019979 hasConcept C2778572836 @default.
- W4232019979 hasConcept C2780695682 @default.
- W4232019979 hasConcept C28826006 @default.
- W4232019979 hasConcept C33923547 @default.
- W4232019979 hasConcept C41895202 @default.
- W4232019979 hasConcept C51955184 @default.
- W4232019979 hasConcept C553313952 @default.
- W4232019979 hasConcept C62520636 @default.
- W4232019979 hasConcept C78045399 @default.
- W4232019979 hasConcept C84629840 @default.
- W4232019979 hasConcept C88757350 @default.
- W4232019979 hasConcept C93373587 @default.
- W4232019979 hasConceptScore W4232019979C100906024 @default.
- W4232019979 hasConceptScore W4232019979C102634674 @default.
- W4232019979 hasConceptScore W4232019979C105795698 @default.
- W4232019979 hasConceptScore W4232019979C106159729 @default.
- W4232019979 hasConceptScore W4232019979C110729354 @default.
- W4232019979 hasConceptScore W4232019979C11505638 @default.
- W4232019979 hasConceptScore W4232019979C121332964 @default.
- W4232019979 hasConceptScore W4232019979C133338972 @default.
- W4232019979 hasConceptScore W4232019979C134306372 @default.
- W4232019979 hasConceptScore W4232019979C138885662 @default.
- W4232019979 hasConceptScore W4232019979C162324750 @default.
- W4232019979 hasConceptScore W4232019979C166144826 @default.
- W4232019979 hasConceptScore W4232019979C197055811 @default.
- W4232019979 hasConceptScore W4232019979C202444582 @default.
- W4232019979 hasConceptScore W4232019979C21031990 @default.
- W4232019979 hasConceptScore W4232019979C2776825372 @default.
- W4232019979 hasConceptScore W4232019979C2778023678 @default.
- W4232019979 hasConceptScore W4232019979C2778572836 @default.
- W4232019979 hasConceptScore W4232019979C2780695682 @default.
- W4232019979 hasConceptScore W4232019979C28826006 @default.
- W4232019979 hasConceptScore W4232019979C33923547 @default.
- W4232019979 hasConceptScore W4232019979C41895202 @default.
- W4232019979 hasConceptScore W4232019979C51955184 @default.
- W4232019979 hasConceptScore W4232019979C553313952 @default.
- W4232019979 hasConceptScore W4232019979C62520636 @default.
- W4232019979 hasConceptScore W4232019979C78045399 @default.
- W4232019979 hasConceptScore W4232019979C84629840 @default.
- W4232019979 hasConceptScore W4232019979C88757350 @default.
- W4232019979 hasConceptScore W4232019979C93373587 @default.
- W4232019979 hasIssue "4" @default.
- W4232019979 hasLocation W42320199791 @default.
- W4232019979 hasLocation W42320199792 @default.
- W4232019979 hasOpenAccess W4232019979 @default.
- W4232019979 hasPrimaryLocation W42320199791 @default.
- W4232019979 hasRelatedWork W1902534873 @default.
- W4232019979 hasRelatedWork W2051018933 @default.
- W4232019979 hasRelatedWork W2068322773 @default.
- W4232019979 hasRelatedWork W2073746961 @default.
- W4232019979 hasRelatedWork W2118699380 @default.
- W4232019979 hasRelatedWork W2924000822 @default.
- W4232019979 hasRelatedWork W2949375339 @default.
- W4232019979 hasRelatedWork W3122290598 @default.
- W4232019979 hasRelatedWork W362430865 @default.
- W4232019979 hasRelatedWork W4232019979 @default.
- W4232019979 hasVolume "105" @default.
- W4232019979 isParatext "false" @default.
- W4232019979 isRetracted "false" @default.
- W4232019979 workType "article" @default.