Existence and smoothness of transition density for jump-type Markov processes: Applications of Malliavin calculus
type: Item
instance of: scholarly article
title: Existence and smoothness of transition density for jump-type Markov processes: Applications of Malliavin calculus
zbMATH Open document ID: 0764.60052
author: Seiji Hiraba
published in: Kodai Mathematical Journal
publication date: 1993-01-16T00:00:00Z
review text: Consider a pure jump diffusion process of a type, called stable-like process by Bass, and which is a generalization of Lévy stable processes. One looks for conditions ensuring the existence and the smoothness of a density for the transition probability. This work contains sufficient conditions for this problem. A differential calculus is constructed on a Poisson space, and a Malliavin calculus is developed in order to prove the results.
reviewed by: Jean Picard
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 92930
zbMATH Keywords: jump diffusion process
zbMATH Keywords: existence and the smoothness of a density
zbMATH Keywords: Malliavin calculus
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2996/kmj/1138039525
OpenAlex ID: W2078357242
cites work: Uniqueness in law for pure jump Markov processes
cites work: Q3996311
cites work: Q3906660
cites work: Q3721531
cites work: Q3938298
cites work: Régularité de processus du sauts dégénérés
cites work: Class L of multivariate distributions and its subclasses
cites work: Absolute continuity of multivariate distributions of class L
cites work: Derivatives of Wiener functionals and absolute continuity of induced measures
cites work: On the Continuity Properties of $L$ Functions
DOI: 10.2996/KMJ/1138039525
description: scientific article; zbMATH DE number 92930