Abstract
We establish an integration by parts formula based on jump times in an abstract framework in order to study the regularity of the law for processes solution of stochastic differential equations with jumps.
MSC (2010): Primary: 60H07, Secondary: 60G55, 60G57
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Bally, V., Clément, E. (2011). Integration by Parts Formula with Respect to Jump Times for StochasticDifferential Equations. In: Crisan, D. (eds) Stochastic Analysis 2010. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15358-7_2
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DOI: https://doi.org/10.1007/978-3-642-15358-7_2
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