Chain rules for Lévy flows and Kolmogorov equations for associated jump-diffusions

DOI10.1142/9789814360920_0007MaRDI QIDQ4906094zbMATH OpenOpenAlexFDO

Authors Hiroshi Kunita

Publication date 21 February 2013

Published in Interdisciplinary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789814360920_0007

zbMATH Keywords

Itō's formulaKolmogorov forward and backward equationsLévy flowsSDEs with jumps

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cited in

(1)

• Nondegenerate SDEs with jumps and their hypoelliptic properties

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