Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps

DOI10.1016/j.spa.2006.04.013zbMath1107.60028OpenAlexW2038336958MaRDI QIDQ860698

Hiroshi Kunita, Yasushi Ishikawa

Publication date: 9 January 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.04.013

zbMATH Keywords

jump processessmooth densitycanonical stochastic differential equation

Mathematics Subject Classification ID

Related Items (39)

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Cites Work

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• Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
• Régularité de processus de sauts dégénérés. II. (Regularity of degenerate jump processes. II)
• On the existence of smooth densities for jump processes
• A pointwise equivalence of gradients on configuration spaces
• CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS
• Connections and curvature in the Riemannian geometry of configuration spaces

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