Second order derivative formulas and Hessian estimates for SDEs driven by Brownian motion and &lt;inline-formula&gt;&lt;tex-math id="M1"&gt;$ \alpha $&lt;/tex-math&gt;&lt;/inline-formula&gt;-stable processes

Second order derivative formulas and Hessian estimates for SDEs driven by Brownian motion and <inline-formula><tex-math id="M1">$ \alpha $</tex-math></inline-formula>-stable processes

Lijuan Cheng(Hangzhou Normal University), Feng Lin(Eye & ENT Hospital of Fudan University)

Communications on Pure &amp Applied Analysis

January 1, 2025

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