Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process

Author： Clément Emmanuelle   Gloter Arnaud   Nguyen Huong  

Publisher： Edp Sciences

E-ISSN： 1262-3318|22|issue|58-95

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.22, Iss.issue, 2018-10, pp. : 58-95

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