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J-GLOBAL ID：201802273255965209   Reference number：18A1430778

Smooth density and its short time estimate for jump process determined by SDE

SDEにより決定された跳躍過程に対する平滑密度とその短時間推定【JST・京大機械翻訳】
Author (3)：
Ishikawa Yasushi

About Ishikawa Yasushi

(Department of Mathematics, Ehime University, Matsuyama, 7908577, Japan)

About Department of Mathematics, Ehime University, Matsuyama, 7908577, Japan

, 
Kunita Hiroshi

About Kunita Hiroshi

(Kyushu University, Fukuoka, 8190395, Japan)

About Kyushu University, Fukuoka, 8190395, Japan

, 
Tsuchiya Masaaki

About Tsuchiya Masaaki

(Kanazawa University, Kanazawa 9201192, Japan)

About Kanazawa University, Kanazawa 9201192, Japan


Material：
Stochastic Processes and their Applications  (Stoch Process Appl)

About Stochastic Processes and their Applications


Volume： 128  Issue： 9  Page： 3181-3219  Publication year： 2018 
JST Material Number： A1253A  ISSN： 0304-4149  Document type： Article
Article type： 原著論文  Country of issue： Netherlands (NLD)  Language： ENGLISH (EN)
Abstract/Point：
Abstract/Point
Japanese summary of the article(about several hundred characters).
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We study a nondegenerate jump ...
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Thesaurus term：
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On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
degeneracy

About degeneracy

, 
Euclidean space

About Euclidean space

, 
*jumping phenomenon

About jumping phenomenon

, 
jump process

About jump process

, 
transition probability

About transition probability


Author keywords (4)：
Jump process

About Jump process

, 
Malliavin calculus

About Malliavin calculus

, 
Smooth density

About Smooth density

, 
Short time asymptotics

About Short time asymptotics

JST classification (1)：
JST classification
Category name(code) classified by JST.
Computer simulation 
(JE11000H)

About Computer simulation

Terms in the title (4)：
Terms in the title
Keywords automatically extracted from the title.
跳躍

About 跳躍

, 
過程

About 過程

, 
密度

About 密度

, 
推定

About 推定


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