scientific article; zbMATH DE number 4174058

zbMATH Open0713.60071MaRDI QIDQ3198643FDOQ3198643

Authors: Xian Yin Zhou 

Publication date: 1990

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Brownian motionstochastic differential equationscalculus of variationPoisson measureStratonovich integralHörmander condition

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (22)

• Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps
• Smooth density of canonical stochastic differential equation with jumps
• Smoothness of density for stochastic differential equations with Markovian switching
• On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process
• Title not available (Why is that?)
• Properties of solutions of stochastic differential equations
• Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
• Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps
• Smooth densities for solutions to stochastic differential equations with jumps
• Title not available (Why is that?)
• Existence of densities of solutions of stochastic differential equations by Malliavin calculus
• A criterion of density for solutions of Poisson-driven SDEs
• Density functions of doubly-perturbed stochastic differential equations with jumps
• On the existence of smooth densities for jump processes
• Stratonovich Anticipative Stochastic Differential Equations In The Plane
• Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump
• Strict positivity of the density for a poisson driven S.D.E
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• Existence and smoothness of the densities of stochastic functional differential equations with jumps
• On the partially hypoelliptic problem via Malliavin calculus
• The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem
• Jumping SDEs: absolute continuity using monotonicity.

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