𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Smooth Approach to Malliavin Calculus for Lévy Processes

✍ Scribed by Horst Osswald


Publisher
Springer US
Year
2008
Tongue
English
Weight
643 KB
Volume
22
Category
Article
ISSN
0894-9840

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


On solutions to backward stochastic part
✍ Qing Zhou; Yong Ren; Weixing Wu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 261 KB

In this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a Lévy process satisfying some moment conditions and by an independent Brownian motion. An exam

Hölder Exponent for a Two-Parameter Lévy
✍ Sandrine Lagaize 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 148 KB

We study the regularity of a two-parameter Le vy process in the neighbourhood of a fixed point and then we compute the Ho lder exponent of such a process.