Jerzy Zabczyk
- Densities for Ornstein-Uhlenbeck processes with jumps
2008/12/10 by Enrico Priola, Jerzy Zabczyk · 7 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Spectral Theory in Mathematical Physics #Stochastic processes and statistical mechanics
- Exponential ergodicity and regularity for equations with Lévy noise
2011/02/27 by Enrico Priola, Armen Shirikyan, Priola, E. +5 · 3 citations
Economics, Econometrics and Finance · Mathematics · #35R60 #47D07 #60H15 #60J75 #Analysis of PDEs (math.AP) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics