Smooth densities for solutions to stochastic differential equations with jumps

File(s)

Stochastic Processes and Their Applications_119_5_2009.pdf (176.59 KB)

Accepted version

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Author(s)

Cass, T

Type

Journal Article

Date Issued

2009-05

Citation

Stochastic Processes and their Applications, 2009, 119 (5), pp.1416-

URI

http://hdl.handle.net/10044/1/18624

DOI

http://dx.doi.org/10.1016/j.spa.2008.07.005

ISSN

0304-4149

Publisher

ELSEVIER SCIENCE BV

Start Page

1416

End Page

1435

Journal / Book Title

Stochastic Processes and their Applications

Volume

119

Issue

5

Copyright Statement

Copyright © 2009 Elsevier Ltd. All rights reserved. NOTICE: this is the author’s version of a work that was accepted for publication in Stochastic Processes and Their Applications. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Stochastic Processes and Their Applications, 119(5), 2009. DOI:10.1016/j.spa.2008.07.005

License URL

http://www.rioxx.net/licenses/all-rights-reserved

Identifier

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000265327200002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202

Publication Status

Published