On smoothing properties of transition semigroups associated to a class of SDEs with jumps

DOI10.1214/13-AIHP559zbMath1319.60127arXiv1208.2860OpenAlexW1988329967MaRDI QIDQ479716

Seiichiro Kusuoka, Carlo Marinelli

Publication date: 5 December 2014

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.2860

zbMATH Keywords

subordinationMalliavin calculusstochastic differential equationsnon-local operatorstransition semigroupspure-jump Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Stochastic calculus of variations and the Malliavin calculus (60H07) Transition functions, generators and resolvents (60J35) Continuity and singularity of induced measures (60G30)

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