32
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

On the Estimations of Smooth Densities for Integro-differential Operators

Pages 211-236 | Published online: 16 Aug 2006

References

  • Bally , V. and Pardiux , E. 1998 . Malliavin calculus for white noise driven SPDEs . Potential Anal. , 9 : 27 – 64 .
  • Bichteler , K. , Gravereaux , J. B. and Jacod , J. 1987 . “ Stochastic Monographs ” . In Malliavin Calculus for Processes with Jumps Vol. 2 , Singapore : Gordon and Breach Publishers .
  • Fournier , N. 2000 . Malliavin calculus for parabolic SPDEs with jumps . Stochastic Processes and their Appli. , 87 : 115 – 147 . [CROSSREF]
  • He , S. W. , Wang , J. G. and Yan , J. A. 1992 . Semimartingale Theory and Stochastic Calculus Beijing & Boca Raton , , Singapore : Science Press & CRC press .
  • Kusuoka , S. and Stroock , D. Applications of the Malliavin calculus I, Stochastic analysis . Proceedings of Taniguchi International on Symposium, 1982 . 1982 , Katata and Kyoto , Singapore. Edited by: Itô , K. pp. 271 – 306 . Singapore
  • Nualart , D. 1995 . Malliavin Calculus and Related Topics Berlin , , Singapore : Springer .
  • Picard , J. 1996 . On the existence of smooth densities for jump processes . Probab. Theory Related Fields , 105 : 481 – 511 . [CROSSREF]
  • Picard , J. 1997 . Density in small time for Lévy processes . ESAIM: Probab. Statist. , 1 : 357 – 389 .
  • Picard , J. 1997 . Density in small time at accessible points for jump processes . Stochastic Processes Appl. , 67 : 251 – 279 . [CROSSREF]
  • Picard , J. and Savona , C. 2000 . Smoothness of harmonic functions for processes . Stochastic Processes Appl. , 87 : 69 – 91 . [CROSSREF]

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.