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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:14/0  |  提交时间:2022/01/20
Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations 期刊论文
Statistics and Probability Letters,2018, 卷号: 133, 页码: 71-79
作者:  Wu, Bo;  Wu, Jianglun
收藏  |  浏览/下载:14/0  |  提交时间:2023/05/30
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps 期刊论文
Statistics and Probability Letters,2016, 卷号: 119, 页码: 326-333
作者:  Qiao, Huijie;  Wu, Jianglun
收藏  |  浏览/下载:10/0  |  提交时间:2023/05/30