Weak Error for Stable Driven Stochastic Differential Equations: Expansion of the Densities

ISSN： 0894-9840

Source： Journal of Theoretical Probability, Vol.24, Iss.2, 2011-06, pp. : 454-478

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On Weak Solutions of Stochastic Differential Equations II

By Hofmanová Martina Seidler Jan

Stochastic Analysis and Applications, Vol. 31, Iss. 4, 2013-07 ,pp. : 663-670

Taylor & Francis Ltd

Access to resources Recommend Favorite

Simulation and approximationof Lévy-driven stochastic differential equations

By Fournier Nicolas

ESAIM: Probability and Statistics, Vol. 15, Iss. issue, 2012-01 ,pp. : 233-248

Edp Sciences

Access to resources Recommend Favorite

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

By Guerra Joao

Stochastic Analysis and Applications, Vol. 26, Iss. 5, 2008-09 ,pp. : 1053-1075

Taylor & Francis Ltd

Access to resources Recommend Favorite

REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS

ANZIAM Journal, Vol. 50, Iss. 4, 2009-04 ,pp. : 486-500

Cambridge University Press

Access to resources Recommend Favorite

Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models

By Singer Hermann

Computational Statistics, Vol. 21, Iss. 3-4, 2006-12 ,pp. : 385-397

Springer Publishing Company

Access to resources Recommend Favorite