ABSOLUTE CONTINUITY FOR SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH JUMPS
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Publication:3595336
DOI10.1142/S0219493707001986zbMath1123.34066MaRDI QIDQ3595336
Publication date: 10 August 2007
Published in: Stochastics and Dynamics (Search for Journal in Brave)
34K50: Stochastic functional-differential equations
60H07: Stochastic calculus of variations and the Malliavin calculus
Cites Work
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- Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps
- Smooth densities for degenerate stochastic delay equations with hereditary drift
- On the existence of smooth densities for jump processes
- Calcul des variations stochastique et processus de sauts