The Malliavin calculus for pure jump processes and applications to local time

DOI10.1214/aop/1176992528zbMath0595.60044OpenAlexW2099176186MaRDI QIDQ1077813

Richard F. Bass, Michael Craig Cranston

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992528

zbMATH Keywords

Malliavin calculusdiscontinuous martingalesjointly continuous local times

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Random measures (60G57) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35) Continuity and singularity of induced measures (60G30)

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