Smooth density and its short time estimate for jump process determined by SDE
type: Item
instance of: scholarly article
title: Smooth density and its short time estimate for jump process determined by SDE
zbMATH Open document ID: 1405.60127
author: Yasushi Ishikawa
author: Hiroshi Kunita
author: Masaaki Tsuchiya
published in: Stochastic Processes and their Applications
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6918771
zbMATH Keywords: jump process
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: smooth density
zbMATH Keywords: short time asymptotics
MaRDI profile type: Publication
full work available at URL: j.spa.2017.10.016
OpenAlex ID: W2769434822
cites work: Q3996311
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cites work: Q5700325
cites work: Itô's stochastic calculus: its surprising power for applications
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cites work: Régularité de processus de sauts dégénérés. II. (Regularity of degenerate jump processes. II)
cites work: On the existence of smooth densities for jump processes
cites work: Density in small time at accessible points for jump processes
cites work: Smoothness of the law of manifold-valued Markov processes with jumps
cites work: Lévy measure with generalized polar decomposition and the associated sde with jumps
DOI: 10.1016/J.SPA.2017.10.016
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description: scientific article; zbMATH DE number 6918771