Integration by parts formula with respect to jump times for stochastic differential equations
Probability
2012-09-14 v1
Abstract
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.
Keywords
Cite
@article{arxiv.1004.3131,
title = {Integration by parts formula with respect to jump times for stochastic differential equations},
author = {Vlad Bally and Emmanuelle Clement},
journal= {arXiv preprint arXiv:1004.3131},
year = {2012}
}