Smooth densities for solutions to stochastic differential equations with jumps

Stochastic Processes and their Applications

Volumn 119, Issue 5, 2009, Pages 1416-1435

  Cass, Thomas ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Jump diffusions; Malliavin calculus; Semimartingales

Indexed keywords

DIFFERENTIAL EQUATIONS; DIFFUSION; HOLMIUM; MARKOV PROCESSES;

JUMP DIFFUSIONS; JUMP PROCESS; LEBESGUE MEASURES; MALLIAVIN CALCULUS; MARKOVIAN JUMPS; SEMIMARTINGALE; SEMIMARTINGALES; STOCHASTIC DIFFERENTIAL EQUATIONS;

CALCULATIONS;

EID: 62249114150     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2008.07.005     Document Type: Article

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