Stochastic differential equations, Jump processes, Regularity of the density
1
Uncertainty
1
[JEL:C50] Mathematical and Quantitative Methods - Econometric Modeling - General
1
[JEL:C50] Mathématiques et méthodes quantitatives - Modélisation économétrique - Généralités
1
[JEL:C52] Mathematical and Quantitative Methods - Econometric Modeling - Model Evaluation and Selection
1
[JEL:C52] Mathématiques et méthodes quantitatives - Modélisation économétrique - Évaluation de modèles et tests
1
[JEL:D80] Microeconomics - Information, Knowledge, and Uncertainty - General
4
[JEL:D80] Microéconomie - Information et incertain - Généralités
4
[JEL:D81] Microeconomics - Information, Knowledge, and Uncertainty - Criteria for Decision-Making under Risk and Uncertainty
3
[JEL:D81] Microéconomie - Information et incertain - Critères de prise de décision sous le risque et l'incertain
3
[JEL:D82] Microeconomics - Information, Knowledge, and Uncertainty - Asymmetric and Private Information
1
[JEL:D82] Microéconomie - Information et incertain - Information privée et asymétrique
1
[JEL:D84] Microeconomics - Information, Knowledge, and Uncertainty - Expectations; Speculations
1
[JEL:D84] Microéconomie - Information et incertain - Attentes et spéculations
1
[JEL:E22] Macroeconomics and Monetary Economics - Consumption, Saving, Production, Employment, and Investment - Capital; Investment (including Inventories); Capacity
1
[JEL:E22] Macroéconomie et économie monétaire - Consommation, épargne, production, emploi et investissement - Capital et investissement (incluant les inventaires); capacité de production
1
[JEL:G10] Financial Economics - General Financial Markets - General