Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps-Reference-Cited by-同舟云学术

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Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps

Published:2024-03 Issue:2 Volume:531 Page:127817
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Bally V.,Caramellino L.^ORCID,Kohatsu-Higa A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference30 articles.

1. Approximations of small jumps of Lévy processes with a view towards simulation;Asmussen;J. Appl. Probab.,2001

2. Stochastic Integration by Parts and Functional Itô Calculus;Bally,2016

3. Convergence and regularity of probability laws by using an interpolation method;Bally;Ann. Probab.,2017

4. Transfer of regularity for Markov semigroups by using an interpolation technique;Bally;J. Stoch. Anal.,2021

5. Using moment approximations to study the density of jump driven SDEs;Bally;Electron. J. Probab.,2022

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