A criterion of density for solutions of Poisson-driven SDEs

By Laurent Denis. 2000

47 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b833393b8ea30060b5703058bc496b488e0c3af3

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1. Vlad Bally
2. M. Bavouzet
3. Marouen Messaoud
4. Atsushi Takeuchi
5. A. Kulik

Citations in the corpus

• Absolute continuity for some one-dimensional processes (2008, unknown): “30 37 v3 [ m at h. PR ] 1 1 O ct 2 01 0 Bernoulli 16(2), 2010, 343–360 DOI: 10.3150/09-BEJ215 Absolute continuity for some one-dimensional processes NICOLAS FOURNIER* and JACQUES PRINTEMS**”
• Integration by parts formula for locally smooth laws and applications to sensitivity computations (2007, background): “Such a calculus has already been developed (in [4] and [15]) concerning the noise coming from the amplitudes of the jumps and (in [6, 9, 18, 19, 21, 22]) concerning times.”