EXISTENCE OF THE DENSITY FOR A SINGULAR JUMP PROCESS AND ITS SHORT TIME PROPERTIES

DOI10.2206/kyushujm.55.267zbMath0992.60060OpenAlexW2143606502MaRDI QIDQ2772936

Yasushi Ishikawa

Publication date: 2 September 2002

Published in: Kyushu Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2206/kyushujm.55.267

zbMATH Keywords

jump processesexistence of densityshort time properties

Mathematics Subject Classification ID

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

Related Items (2)

Partial mixing and Edgeworth expansion ⋮ Support theorem for jump processes of canonical type

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