Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps
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Publication:975336
DOI10.1007/s10959-010-0280-0zbMath1202.60092arXiv1002.1384MaRDI QIDQ975336
Publication date: 9 June 2010
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.1384
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H07: Stochastic calculus of variations and the Malliavin calculus
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