Erratum to: On the existence of smooth densities for jump processes

DOI10.1007/S00440-010-0267-XMaRDI QIDQ975312zbMATH OpenOpenAlexFDO

Authors Jean Picard

Publication date 9 June 2010

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-010-0267-x

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Markov processes (60J99)

Cites work

• Density in small time at accessible points for jump processes
• On the existence of smooth densities for jump processes

Cited in

(6)

• Subexponential upper and lower bounds in Wasserstein distance for Markov processes
• On sub-geometric ergodicity of diffusion processes
• Ergodicity of Lévy-type processes
• On recurrence and transience of two-dimensional Lévy and Lévy-type processes
• Nondegenerate SDEs with jumps and their hypoelliptic properties
• Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps

This page was built for publication: Erratum to: On the existence of smooth densities for jump processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q975312)