Journal article 1102 views
Gradient estimate for Ornstein–Uhlenbeck jump processes
Stochastic Processes and their Applications, Volume: 121, Issue: 3, Pages: 466 - 478
Swansea University Author: Feng-yu Wang
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DOI (Published version): 10.1016/j.spa.2010.12.002
Abstract
Gradient estimate for Ornstein–Uhlenbeck jump processes
Published in: | Stochastic Processes and their Applications |
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ISSN: | 0304-4149 |
Published: |
2011
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Online Access: |
Check full text
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URI: | https://cronfa.swan.ac.uk/Record/cronfa7770 |
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College: |
Faculty of Science and Engineering |
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Issue: |
3 |
Start Page: |
466 |
End Page: |
478 |