On the existence of smooth densities for jump processes

Probability Theory and Related Fields

Volumn 105, Issue 4, 1996, Pages 481-511

  Picard, Jean ^a  

^a UNIVERSITÉ BLAISE PASCAL   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030209542     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01191910     Document Type: Article

References (14)

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3. Carlen, E., Pardoux, E.: Differential calculus and integration by parts on Poisson space. In: Stochastics, Algebra and Analysis in Classical and Quantum Dynamics (Marseille, 1988), pp. 63-73 (Math. Appl., Vol 59) Dordrecht: Kluwer 1990
4. Fujiwara, T., Kunita, H.: Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group. J. Math. Kyoto Univ. 25, 71-106 (1985)
5. Léandre, R.: Flot d'une équation différentielle stochastique avec semi-martingale directrice discontinue. In: Séminaire de Probabilités XIX, pp. 271-274 (Lect. Notes Math., Vol. 1123) Berlin: Springer 1985
6. Léandre, R.: Régularité de processus de sauts dégénérés. Ann Inst. Henri Poincaré Prob. Stat. 21, 125-146 (1985)
7. Léandre, R.: Régularité de processus de sauts dégénérés (II). Ann. Inst. Henri Poincaré Prob. Stat. 24, 209-236 (1988)
8. Malliavin, P.: Stochastic calculus of variation and hypoelliptic operators. In: Proc. Intern. Symp. SDE (Kyoto, 1976) pp. 195-263. New York: Wiley 1978
9. Meyer, P.A.: Flot d'une équation différentielle stochastique. In: Séminaire de Probabilités XV, pp. 103-117, (Lect. Notes Math., Vol. 850) Berlin: Springer 1981
10. Nualart, D., Vives, J.: Anticipative calculus for the Poisson process based on the Fock space, In: Séminaire de Probabilités XXIV, pp. 154-165 (Lect. Notes Math., Vol. 1426) Berlin: Springer 1990
11. Nualart, D., Vives, J.: A duality formula on the Poisson space and some applications. In: Seminar on Stochastic Analysis, Random Fields and Applications (Ascona, 1993), (Prog. Probab., Vol. 36) Basel: Birkhäuser 1995
12. Picard, J.: Formules de dualité sur l'espace de Poisson. Ann. Inst. Henri Poincaré Prob. Stat., to appear
13. Sato, K.: Absolute continuity of multivariate distributions of class L. J. Multivariate Anal. 12, 89-94 (1982)
14. Tucker, H.G.: On a necessary and sufficient condition that an infinitely divisible distribution be absolutely continuous. Trans. Amer. Math. Soc. 118, 316-330 (1965)