Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8899884 | Journal of Mathematical Analysis and Applications | 2018 | 23 Pages |
Abstract
We establish some new derivative formulae of Bismut-Elworthy-Li's type for stochastic differential equations with respect to Poisson point processes using the lent particle method created by Bouleau and Denis.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Jiagang Ren, Hua Zhang,