An integration-by-parts formula
نویسندگان
چکیده
منابع مشابه
Integration by parts formula and applications to equations with jumps
We establish an integration by parts formula in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps, including equations with discontinuous coefficients for which the Malliavin calculus developed by Bismut and Bichteler, Gravereaux and Jacod fails. 2000 MSC. Primary: 60H07, Secondary 60G51
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We establish an integration by parts formula based on jump times in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps. 2010 MSC. Primary: 60H07, Secondary: 60G55, 60G57
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ژورنال
عنوان ژورنال: Bulletin of the American Mathematical Society
سال: 1963
ISSN: 0002-9904
DOI: 10.1090/s0002-9904-1963-11039-3