Smooth densities for solutions to stochastic differential equations with jumps

DOI10.1016/j.spa.2008.07.005zbMath1161.60321arXivmath/0702364OpenAlexW2051018933MaRDI QIDQ1016622

Thomas Cass

Publication date: 6 May 2009

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

Full work available at URL: https://arxiv.org/abs/math/0702364

zbMATH Keywords

semimartingalesjump diffusionsmalliavin calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites Work

• The Malliavin calculus, a functional analytic approach
• The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem
• On Bernstein-type inequalities for martingales.
• Inequalities for a Pair of Processes Stopped at a Random Time
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
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