Malliavin calculus for parabolic SPDEs with jumps

Stochastic Processes and their Applications

Volumn 87, Issue 1, 2000, Pages 115-147

  Fournier, Nicolas ^a  

^a SORBONNE UNIVERSITÉ   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042207536     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00107-6     Document Type: Article

References (8)

1. Bally V., Pardoux E. Malliavin Calculus for white noise driven SPDEs. Potential Anal. 9(1):1998;27-64.
2. Bichteler K., Gravereaux J.B., Jacod J. Malliavin Calculus for Processes with Jumps. Stochastic Monographs, No. 2. 1987;Gordon and Breach.
3. Jacod J., Shiryaev A.N. Limit Theorems for Stochastic Processes. 1987;Springer, Berlin.
4. Nualart D. Malliavin Calculus and Related Topics. 1995;Springer, Berlin.
5. Pardoux E., Zhang T. Absolute continuity for the law of the solution of a parabolic SPDE. J. Funct. Anal. 112:1993;447-458.
6. Saint Loubert Bié, E., 1998. Etude d'une EDPS conduite par un bruit Poissonnien. Manuscrit de thèse.
7. Walsh J.B. A stochastic model for neural response. Adv. Appl. Probab. 13:1981;231-281.
8. Walsh, J.B., 1986. An introduction to stochastic partial differential equations. Ecole d'été de Probabilité de Saint Flour 14, Lecture Notes in Mathematics, Vol. 1180. Springer, Berlin, pp. 265-439.