ABSOLUTE CONTINUITY FOR SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH JUMPS
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Publication:3595336
DOI10.1142/S0219493707001986zbMATH Open1123.34066OpenAlexW2057917475MaRDI QIDQ3595336FDOQ3595336
Authors: 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
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Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic functional-differential equations (34K50)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the existence of smooth densities for jump processes
- Calcul des variations stochastique et processus de sauts
- 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
Cited In (12)
- On parabolic inequalities for generators of diffusions with jumps
- Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)
- Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance
- Absolute continuity of joint laws of multiple stable stochastic integrals
- On the absolute continuity of Lévy processes with drift
- Density functions of doubly-perturbed stochastic differential equations with jumps
- Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure
- Absolute continuity of a law of an Itô process driven by a Lévy process to another Itô process
- Existence and smoothness of the densities of stochastic functional differential equations with jumps
- Jumping SDEs: absolute continuity using monotonicity.
- Absolute continuity of distributions of solutions of anticipating stochastic differential equations
- Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps
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