{
  "id": "0911.3017",
  "version": "v1",
  "published": "2009-11-16T12:03:20.000Z",
  "updated": "2009-11-16T12:03:20.000Z",
  "title": "Integration by parts formula and applications to equations with jumps",
  "authors": [
    "Emmanuelle Clement",
    "Vlad Bally"
  ],
  "journal": "Probability Theory and Related Fields 151, 3-4 (2011) 613-657",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-11-16T12:03:20.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H07",
      "60G51"
    ],
    "keywords": [
      "parts formula",
      "integration",
      "applications",
      "stochastic differential equations",
      "abstract framework"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0911.3017C"
    }
  }
}