Jumping SDEs: Absolute continuity using monotonicity

Stochastic Processes and their Applications

Volumn 98, Issue 2, 2002, Pages 317-330

  Fournier, Nicolas ^a  

^a UNIVERSITÉ HENRI POINCARÉ NANCY 1   (France)

Author keywords

Jump processes; Stochastic calculus of variations; Stochastic differential equations

Indexed keywords

EID: 0036186823     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00149-1     Document Type: Article

References (13)

1. Décroissance exponentielle du noyau de la chaleur sur la diagonale (II)
2. Malliavin calculus for processes with jumps
3. Calcul de Malliavin pour les diffusions avec sauts, existence d'une densité dans le cas unidimensionel
4. Calcul des variations stochastiques et processus de sauts
5. Differential calculus and integration by parts on Poisson space
6. A pure jump Markov process associated with Smoluchowski's coagulation equation
7. A criterion of density for solutions of Poisson-driven SDEs
8. Existence results for 2D homogeneous Boltzmann equations without cutoff and for non Maxwell molecules by use of Malliavin calculus
9. A Markov process associated with a Boltzmann equation without cutoff and for non-Maxwell molecules
10. Equations différentielles linéaires, la méthode de variation des constantes
11. Malliavin Calculus and related topics
12. On the existence of smooth densities for jump processes