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On the existence of smooth densities for jump processes · Study

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ArticleOn the existence of smooth densities for jump processes

Jean Picard1996

OA

Articlebronze1996

On the existence of smooth densities for jump processes

193 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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References

1978Stochastic calculus of variations and hypoelliptic operators 1991Malliavin calculus for processes with jumps

Cited by

2004On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process 2003White noise analysis for Lévy processes 2012PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES 2006Multivariate CARMA processes 2006Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps 2006Optimal portfolio for an insider in a market driven by Lévy processes§2005MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES 2006Canonical Lévy process and Malliavin calculus

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Details

Year1996

Typearticle

Published1996-08-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations193

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01191910

openalex_workW2073746961

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