Integration by parts formula with respect to jump times for stochastic differential equations

Details Integration by parts formula with respect to jump times for stochastic differential equations Integration by parts formula with respect to jump times for stochastic differential equations

2010-04-19

arxiv.org/abs/1004.3131v1

Mathematics

Probability

Scientific paper

We establish an integration by parts formula based on jumps times in an
abstract framework in order to study the regularity of the law for processes
solution of stochastic differential equations with jumps.

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