Integration by parts formula and applications to equations with jumps
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Publication:662819
DOI10.1007/s00440-010-0310-yzbMath1243.60045arXiv0911.3017MaRDI QIDQ662819
Emmanuelle Clément, Vlad Bally
Publication date: 13 February 2012
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.3017
60G51: Processes with independent increments; Lévy processes
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H07: Stochastic calculus of variations and the Malliavin calculus
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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