Gradient formulas for jump processes on manifolds

DOI10.1214/21-EJP660zbMath1476.60149OpenAlexW3180547050MaRDI QIDQ2243900

Hirotaka Kai, Atsushi Takeuchi

Publication date: 11 November 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/21-ejp660

zbMATH Keywords

stochastic differential equations with jumpsintegration by parts formulasjump processes on manifolds

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Jump processes on general state spaces (60J76)

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Long time behavior of jump-diffusion processes on Riemannian manifolds, MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022

Cites Work

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