Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes
F Kühn - Proceedings of the American Mathematical Society, 2018 - ams.org
Let $(L_t) _ {t\geq 0} $ be a $ k $-dimensional Lévy process and $\sigma:\mathbb {R}^
d\to\mathbb {R}^{d\times k} $ a continuous function such that the Lévy-driven stochastic …
d\to\mathbb {R}^{d\times k} $ a continuous function such that the Lévy-driven stochastic …
[PDF][PDF] Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes
F Kühn - tu-dresden.de
Let (Lt) t≥ 0 be a k-dimensional Lévy process and σ∶ Rd→ Rd× ka continuous function
such that the Lévy-driven stochastic differential equation (SDE) dXt= σ (Xt−) dLt, X0∼ µ has …
such that the Lévy-driven stochastic differential equation (SDE) dXt= σ (Xt−) dLt, X0∼ µ has …
Solutions of L\'evy-driven SDEs with unbounded coefficients as Feller processes
F Kühn - arXiv preprint arXiv:1610.02286, 2016 - arxiv.org
Let $(L_t) _ {t\geq 0} $ be a $ k $-dimensional L\'evy process and $\sigma:\mathbb {R}^
d\to\mathbb {R}^{d\times k} $ a continuous function such that the L\'evy-driven stochastic …
d\to\mathbb {R}^{d\times k} $ a continuous function such that the L\'evy-driven stochastic …
SOLUTIONS OF LÉVY-DRIVEN SDES WITH UNBOUNDED COEFFICIENTS AS FELLER PROCESSES
F KÜHN - Proceedings of the American Mathematical Society, 2018 - JSTOR
Let (𝐿𝑡)≥ 0 be a 𝑘-dimensional Lévy process and 𝜎: ℝ𝑑→ ℝ𝑑× 𝑘 a continuous function
such that the Lévy-driven stochastic differential equation (SDE) d X t= σ (X t−) d L t, X 0~ μ …
such that the Lévy-driven stochastic differential equation (SDE) d X t= σ (X t−) d L t, X 0~ μ …
[PDF][PDF] Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes
F Kühn - researchgate.net
Let (Lt) t≥ 0 be a k-dimensional Lévy process and σ∶ Rd→ Rd× ka continuous function
such that the Lévy-driven stochastic differential equation (SDE) dXt= σ (Xt−) dLt, X0∼ µ has …
such that the Lévy-driven stochastic differential equation (SDE) dXt= σ (Xt−) dLt, X0∼ µ has …
Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes
F Kühn - arXiv e-prints, 2016 - ui.adsabs.harvard.edu
Abstract Let $(L_t) _ {t\geq 0} $ be a $ k $-dimensional Lévy process and $\sigma:\mathbb
{R}^ d\to\mathbb {R}^{d\times k} $ a continuous function such that the Lévy-driven stochastic …
{R}^ d\to\mathbb {R}^{d\times k} $ a continuous function such that the Lévy-driven stochastic …
Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes
F Kühn - Proceedings of the American Mathematical Society, 2018 - ams.org
Let $(L_t) _ {t\geq 0} $ be a $ k $-dimensional Lévy process and $\sigma:\mathbb {R}^
d\to\mathbb {R}^{d\times k} $ a continuous function such that the Lévy-driven stochastic …
d\to\mathbb {R}^{d\times k} $ a continuous function such that the Lévy-driven stochastic …
SOLUTIONS OF LÉVY-DRIVEN SDES WITH UNBOUNDED COEFFICIENTS AS FELLER PROCESSES
F KÜHN - AMERICAN MATHEMATICAL SOCIETY, 2018 - JSTOR
Let (Lt) t≥ 0 be a k-dimensional Lévy process and σ: Rd→ Rd× ka continuous function such
that the Lévy-driven stochastic differential equation (SDE) dXt= σ (Xt−) dLt, X0∼ μ, has a …
that the Lévy-driven stochastic differential equation (SDE) dXt= σ (Xt−) dLt, X0∼ μ, has a …