On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients

Author: Aryasova Olga   Pilipenko Andrey  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.86, Iss.4, 2014-07, pp. : 643-654

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