Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes
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Publication:2104027
DOI10.1007/s00030-022-00810-2zbMath1499.60192arXiv2006.09133OpenAlexW3034642705MaRDI QIDQ2104027
Szymon Peszat, Enrico Priola, Alexei M. Kulik
Publication date: 9 December 2022
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.09133
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Jump processes on general state spaces (60J76)
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