Funder
China Scholarship Council
National Natural Science Foundation of China
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference10 articles.
1. Lévy Processes and Stochastic Calculus;Applebaum,2009
2. Malliavin Calculus for Processes with Jumps, Stochastic Monographs Volume 2;Bichteler,1987
3. Strict positivity of the density for simple jump processes using the tools of support theorems. Application to the Kac equation without cutoff;Fournier;Ann. Probab.,2002
4. Stochastic Differential Equations and Diffusion Processes;Ikeda,1989
5. No arbitrage and general semimartingales;Protter,2008