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	Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps 期刊论文 Annales de l'institut Henri Poincare (B) Probability and Statistics,2021, 卷号: 57, 期号: 1, 页码: 250-271 作者: Friesen, Martin; Jin, Peng; Rüdiger, Barbara 收藏 \| 浏览/下载：15/0 \| 提交时间：2022/01/20 Anisotropic Besov space Anisotropic Lévy process Stochastic differential equation with jumps Transition density
	Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process 期刊论文 Annals of Economics and Finance,2000, 卷号: 1, 期号: 1, 页码: 101-116 作者: Yan, Jia'an; Zhang, Qiang; Zhang, Shuguang 收藏 \| 浏览/下载：10/0 \| 提交时间：2021/05/13 Growth optimal portfolio Jump-Diffusion Lévy process Martingale measure Numeraire port-folio Relative entropy