Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump.

Fournier, Nicolas. "Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump.." Electronic Journal of Probability [electronic only] 13 (2008): 135-156. <http://eudml.org/doc/229126>.

@article{Fournier2008,
author = {Fournier, Nicolas},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {stochastic differential equations; jump processes; regularity of the density},
language = {eng},
pages = {135-156},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump.},
url = {http://eudml.org/doc/229126},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Fournier, Nicolas
TI - Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 135
EP - 156
LA - eng
KW - stochastic differential equations; jump processes; regularity of the density
UR - http://eudml.org/doc/229126
ER -