Integration by parts formulas and the Riesz transform

DOI10.1007/978-3-319-27128-6_1MaRDI QIDQ2813623zbMATH OpenOpenAlexFDO

Authors Lucia Caramellino, Vlad Bally

Publication date 24 June 2016

Published in Advanced Courses in Mathematics - CRM Barcelona (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-27128-6_1

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

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(3)

• Using moment approximations to study the density of jump driven SDEs
• Riesz transform and integration by parts formulas for random variables
• Nested Integrals and Rationalizing Transformations

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