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  • 标题:Discussion of Hiroshi Kunita's Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to It^o's SDE with jumps
  • 本地全文:下载
  • 作者:David Nualart University of Kansas, Lawrence, USA
  • 期刊名称:Sankhya. Series A, mathematical statistics and probability
  • 印刷版ISSN:0976-836X
  • 电子版ISSN:0976-8378
  • 出版年度:2011
  • 卷号:73
  • 期号:01
  • 页码:46--49
  • 出版社:Indian Statistical Institute
  • 摘要:This paper deals with the Malliavin Calculus on the Wiener-Poisson space and its application to the regularity of the density of stochastic differential equations with jumps. The Malliavin Calculus is an in nite-dimensional di erential calculus on the Wiener space which is well tailored to analyze the regularity of probability densities of nondegenerate Wiener functionals. This calculus originated from a pioneering work by Malliavin (1978), where he provided a probabilistic proof of Hormander's hypoellipticity theorem. Contributions by Bismut, Stroock, Kusuoka and Watanabe, among others, have expanded this theory in di erent directions.
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