On the existence of smooth densities for jump processes
type: Item
instance of: scholarly article
title: On the existence of smooth densities for jump processes
zbMATH Open document ID: 0853.60064
DOI: 10.1007/BF01191910
publication date: 1996-12-16T00:00:00Z
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60J99
zbMATH DE Number: 926231
zbMATH Keywords: Lévy process
zbMATH Keywords: Lévy measure
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: diffusions
zbMATH Keywords: characteristic function
author: Jean Picard
MaRDI profile type: Publication
Wikidata QID: Q105583499
cites work: Q3996311
cites work: Calcul des variations stochastique et processus de sauts
cites work: Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
cites work: Q3683291
cites work: Q4197841
cites work: Q3479316
cites work: Q4848517
cites work: Absolute continuity of multivariate distributions of class L
cites work: On a Necessary and Sufficient Condition That an Infinitely Divisible Distribution be Absolutely Continuous
full work available at URL: https://doi.org/10.1007/bf01191910
OpenAlex ID: W2073746961
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 926231