Existence and smoothness of transition density for jump-type Markov processes: Applications of Malliavin calculus

DOI10.2996/kmj/1138039525zbMath0764.60052OpenAlexW2078357242MaRDI QIDQ1198468

Seiji Hiraba

Publication date: 16 January 1993

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138039525

zbMATH Keywords

Malliavin calculusjump diffusion processexistence and the smoothness of a density

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

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Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition ⋮ Application of the lent particle method to Poisson-driven SDEs ⋮ \(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes ⋮ Differentiable measures and the Malliavin calculus

Cites Work

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• Régularité de processus du sauts dégénérés
• Uniqueness in law for pure jump Markov processes
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• Absolute continuity of multivariate distributions of class L
• On the Continuity Properties of $L$ Functions