The Malliavin calculus for pure jump processes and applications to local time (Q1077813): Difference between revisions
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Revision as of 02:07, 5 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 |
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The Malliavin calculus for pure jump processes and applications to local time (English)
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1986
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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.
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Malliavin calculus
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jointly continuous local times
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discontinuous martingales
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