Derivative Formula and Coupling Property for Linear SDEs Driven by Lévy Processes.
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| Title: | Derivative Formula and Coupling Property for Linear SDEs Driven by Lévy Processes. |
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| 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 |
| ISSN: | 01689673 |
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| DOI: | 10.1007/s10255-019-0863-1 |