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	Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps Journal article Annales de l'institut Henri Poincare (B) Probability and Statistics,2021, volume: 57, issue: 1, pages: 250-271 Authors: Friesen, Martin; Jin, Peng; Rüdiger, Barbara Favorite \| View/Download：6/0 \| Submit date：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 Journal article Annals of Economics and Finance,2000, volume: 1, issue: 1, pages: 101-116 Authors: Yan, Jia'an; Zhang, Qiang; Zhang, Shuguang Favorite \| View/Download：3/0 \| Submit date：2021/05/13 Growth optimal portfolio Jump-Diffusion Lévy process Martingale measure Numeraire port-folio Relative entropy