Malliavin calculus and regularity of the density of an invariant probability for a Markov chain

zbMath0762.60043MaRDI QIDQ1203110

J. B. Gravereaux, Agnes Coquio

Publication date: 4 February 1993

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1992__28_4_431_0

zbMATH Keywords

invariant measureMarkov jump processesMalliavin's calculus

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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