ABSOLUTE CONTINUITY FOR SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH JUMPS

DOI10.1142/S0219493707001986zbMath1123.34066OpenAlexW2057917475MaRDI QIDQ3595336

Atsushi Takeuchi

Publication date: 10 August 2007

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493707001986

zbMATH Keywords

Malliavin calculusPoisson space

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps ⋮ Existence and smoothness of the densities of stochastic functional differential equations with jumps ⋮ On parabolic inequalities for generators of diffusions with jumps

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

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