The Malliavin calculus for pure jump processes and applications to local time
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Publication:1077813
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
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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