Density estimates for jump diffusion processes
Work
Year: 2021
Type: article
Abstract: We consider a real-valued diffusion process with a linear jump term driven by a Poisson point process and we assume that the jump amplitudes have a centered density with finite moments. We show upper ... more
Institutions Ritsumeikan University, Barcelona School of Economics, Pompeu Fabra University, Pham Van Dong University
Cites: 13
Cited by: 1
Related to: 10
FWCI: 0.309
Citation percentile (by year/subfield): 32.84
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
APC paid (est): $3,550