scientific article; zbMATH DE number 3903683

MaRDI QIDQ3681671zbMATH OpenFDO

Authors Jean-Michel Bismut

Publication date 1984

zbMATH Keywords

Malliavin calculuslocal timeGirsanov transformationreflecting diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Markov processes (60J99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

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(6)

• The calculus of boundary processes
• On multidimensional diffusion processes with jumps
• Pure jump increasing processes and the change of variables formula
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• Jump processes as generalized gradient flows
• Last exit decompositions and regularity at the boundary of transition probabilities

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