Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps
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Publication:354201
DOI10.1007/s13171-011-0009-xzbMath1271.60064OpenAlexW2104936375MaRDI QIDQ354201
Publication date: 18 July 2013
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-011-0009-x
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items
Smooth density and its short time estimate for jump process determined by SDE, Nondegenerate SDEs with jumps and their hypoelliptic properties, Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition, Densities for SDEs driven by degenerate \(\alpha\)-stable processes
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