Gradient formulas for jump processes on manifolds
From MaRDI portal
Publication:2243900
DOI10.1214/21-EJP660zbMath1476.60149OpenAlexW3180547050MaRDI QIDQ2243900
Hirotaka Kai, Atsushi Takeuchi
Publication date: 11 November 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/21-ejp660
stochastic differential equations with jumpsintegration by parts formulasjump processes on manifolds
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Jump processes on general state spaces (60J76)
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