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1 LAMA - Laboratoire d-Analyse et de Mathématiques Appliquées

Abstract : 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.

Mots-clés : Malliavin Calculus Stochastic equations Poisson point measures





Autor: Emmanuelle Clement - Vlad Bally -

Fuente: https://hal.archives-ouvertes.fr/



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