The Malliavin calculus for pure jump processes and applications to local time (Q1077813): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Michael Craig Cranston / rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Alexander Yu. Veretennikov / rank | |||
| Property / author | |||
| Property / author: Michael Craig Cranston / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Alexander Yu. Veretennikov / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1214/aop/1176992528 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2099176186 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 18:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Malliavin calculus for pure jump processes and applications to local time |
scientific article |
Statements
The Malliavin calculus for pure jump processes and applications to local time (English)
0 references
1986
0 references
The basis of Malliavin calculus is introduced for various processes including jump processes. Bismut approach is exploited. The existence of \(L^ p\)- and \(C^{\alpha}\)-densities for pure jump Markov processes is established. The existence of jointly continuous local times for purely discontinuous martingales is obtained.
0 references
Malliavin calculus
0 references
jointly continuous local times
0 references
discontinuous martingales
0 references
