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stratification method
Items for "stratification method"
On a convergence in variation for distributions of solutions of SDE’s with jumps
A sufficient condition for a convergence in variation of a sequence of distributions of solutions of SDE's with jumps is given...
Keywords: Levy process, admissible time-stretching transformations, stratification method, Hrmander condition,
09/2005 | Random Operators and Stochastic Equations, Walter de Gruyter