Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps

DOI10.1007/S13171-011-0009-XMaRDI QIDQ354201zbMATH OpenOpenAlexFDO

Authors Hiroshi Kunita

Publication date 18 July 2013

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13171-011-0009-x

zbMATH Keywords

Malliavin calculusjump diffusiondensity functionsWiener-Poisson space

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)

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Cited in

(4)

• Densities for SDEs driven by degenerate \(\alpha\)-stable processes
• Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition
• Nondegenerate SDEs with jumps and their hypoelliptic properties
• Smooth density and its short time estimate for jump process determined by SDE

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