References

• 1996On the existence of smooth densities for jump processes193 cited
• 1981Modeling and approximation of stochastic differential equations driven by semimartingales†129 cited
• 2006Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps90 cited
• 1995Stratonovich stochastic differential equations driven by general semimartingales74 cited
• 2005On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion49 cited
• 2000Support theorem for jump processes37 cited
• 2002Itô's formula for C 1,λ -functions of a càdlàg process and related calculus34 cited

Cited by

No citing works inside the corpus for this window.