2009/11/16 by Emmanuelle Clement, Vlad Bally · 1 citation
Mathematics · #math.PR #msc:60H07 #msc:60G51
published as Probability Theory and Related Fields 151, 3-4 (2011) 613-657
arxiv created 2009/11/16 · arxiv updated 2012/09/14
We establish an integration by parts formula in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps, including equations with discontinuous coefficients for which the Malliavin calculus developed by Bismut and Bichteler, Gravereaux and Jacod fails.