hal-01772290

title_s

Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process

auteur

Emmanuelle Clément, Arnaud Gloter, Huong Nguyen

journal

ESAIM: Probability and Statistics

volume

22

pages

58-95

doi

10.1051/ps/2018009

fichier_hal

https://hal.archives-ouvertes.fr/hal-01772290/document

fichier_autre

https://www.esaim-ps.org/articles/ps/pdf/2018/01/ps161018.pdf

origine_autre

openaccess

annee

2018

Identifiant HAL