Smoothness of the law of manifold-valued Markov processes with jumps
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Publication:2435227
DOI10.3150/12-BEJ434zbMath1343.60075arXiv1106.4721OpenAlexW3105293792MaRDI QIDQ2435227
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.4721
stochastic differential equationhomogeneous spacesjumpsMalliavin calculusLie groupsLévy processmanifold-valued Markov processes
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)
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