scientific article

zbMath1206.60056MaRDI QIDQ3579544

Hiroshi Kunita

Publication date: 9 August 2010

Full work available at URL: http://smf4.emath.fr/en/Publications/Asterisque/2009/327/html/smf_ast_327_69-91.php

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zbMATH Keywords

Malliavin calculusLévy processjump processHörmander conditionsmooth densitycanonical SDE

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (7)

Fundamental solutions of nonlocal Hörmander's operators ⋮ Nondegenerate SDEs with jumps and their hypoelliptic properties ⋮ Geometric ergodicity of the multivariate COGARCH(1,1) process ⋮ Smoothness of the law of manifold-valued Markov processes with jumps ⋮ On parabolic inequalities for generators of diffusions with jumps ⋮ On smoothing properties of transition semigroups associated to a class of SDEs with jumps ⋮ Support theorem for jump processes of canonical type

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