The Malliavin calculus for pure jump processes and applications to local time (Q1077813)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3958356
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The Malliavin calculus for pure jump processes and applications to local time |
scientific article; zbMATH DE number 3958356 |
Statements
The Malliavin calculus for pure jump processes and applications to local time (English)
0 references
1986
0 references
The basis of Malliavin calculus is introduced for various processes including jump processes. Bismut approach is exploited. The existence of \(L^ p\)- and \(C^{\alpha}\)-densities for pure jump Markov processes is established. The existence of jointly continuous local times for purely discontinuous martingales is obtained.
0 references
Malliavin calculus
0 references
jointly continuous local times
0 references
discontinuous martingales
0 references
0.8493983149528503
0 references
0.8452351093292236
0 references
