Jump SDEs and the Study of Their Densities - Universitext
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Published By Springer Singapore

9789813297401, 9789813297418

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Overview

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_8 ◽

2019 ◽

pp. 157-160

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

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Multi-dimensional Lévy Processes and Their Densities

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_6 ◽

2019 ◽

pp. 131-143

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

Keyword(s):

Lévy Processes ◽

Levy Processes

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Construction of Lévy Processes and Their Corresponding SDEs: The Infinite Variation Case

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_5 ◽

2019 ◽

pp. 101-130

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

Keyword(s):

Lévy Processes ◽

Levy Processes

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Simple Poisson Process and Its Corresponding SDEs

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_2 ◽

2019 ◽

pp. 11-29

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

Keyword(s):

Poisson Process

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A Non-linear Example: The Boltzmann Equation

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_13 ◽

2019 ◽

pp. 269-315

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

Keyword(s):

Boltzmann Equation ◽

The Boltzmann Equation ◽

Non Linear

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Integration by Parts: Norris Method

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_12 ◽

2019 ◽

pp. 231-267

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

Keyword(s):

Integration By Parts

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Techniques to Study the Density

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_9 ◽

2019 ◽

pp. 161-172

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

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Flows Associated with Stochastic Differential Equations with Jumps

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_7 ◽

2019 ◽

pp. 145-154

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Compound Poisson Process and Its Associated Stochastic Calculus

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_3 ◽

2019 ◽

pp. 31-69

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

Keyword(s):

Poisson Process ◽

Compound Poisson Process ◽

Stochastic Calculus ◽

Compound Poisson

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Sensitivity Formulas

Jump SDEs and the Study of Their Densities - Universitext ◽

10.1007/978-981-32-9741-8_11 ◽

2019 ◽

pp. 203-230

Author(s):

Arturo Kohatsu-Higa ◽

Atsushi Takeuchi

Download Full-text

Jump SDEs and the Study of Their Densities - UniversitextLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Singapore

Overview

Multi-dimensional Lévy Processes and Their Densities

Construction of Lévy Processes and Their Corresponding SDEs: The Infinite Variation Case

Simple Poisson Process and Its Corresponding SDEs

A Non-linear Example: The Boltzmann Equation

Integration by Parts: Norris Method

Techniques to Study the Density

Flows Associated with Stochastic Differential Equations with Jumps

Compound Poisson Process and Its Associated Stochastic Calculus

Sensitivity Formulas

Jump SDEs and the Study of Their Densities - Universitext
Latest Publications