Derivative Formula and Coupling Property for Linear SDEs Driven by Lévy Processes.

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Bibliographic Details
Title: Derivative Formula and Coupling Property for Linear SDEs Driven by Lévy Processes.
Authors: Dong, Zhao1 (AUTHOR), Song, Yu-lin2 (AUTHOR) songyl@amss.ac.cn, Xie, Ying-chao3 (AUTHOR)
Source: Acta Mathematicae Applicatae Sinica. Sep2019, Vol. 35 Issue 4, p708-721. 14p.
Database: Mathematics Source
Description
ISSN:01689673
DOI:10.1007/s10255-019-0863-1