Integration by parts for jump processes
Séminaire de probabilités, Tome 22 (1988), pp. 271-315 
@article{SPS_1988__22__271_0,
     author = {Norris, James R.},
     title = {Integration by parts for jump processes},
     journal = {S\'eminaire de probabilit\'es},
     pages = {271--315},
     year = {1988},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {22},
     mrnumber = {960534},
     zbl = {0649.60080},
     language = {en},
     url = {https://www.numdam.org/item/SPS_1988__22__271_0/}
}
TY  - JOUR
AU  - Norris, James R.
TI  - Integration by parts for jump processes
JO  - Séminaire de probabilités
PY  - 1988
SP  - 271
EP  - 315
VL  - 22
PB  - Springer - Lecture Notes in Mathematics
UR  - https://www.numdam.org/item/SPS_1988__22__271_0/
LA  - en
ID  - SPS_1988__22__271_0
ER  - 
%0 Journal Article
%A Norris, James R.
%T Integration by parts for jump processes
%J Séminaire de probabilités
%D 1988
%P 271-315
%V 22
%I Springer - Lecture Notes in Mathematics
%U https://www.numdam.org/item/SPS_1988__22__271_0/
%G en
%F SPS_1988__22__271_0
Norris, James R. Integration by parts for jump processes. Séminaire de probabilités, Tome 22 (1988), pp. 271-315. https://www.numdam.org/item/SPS_1988__22__271_0/

1. R.F. Bass and M. Cranston: The Malliavin calculus for pure jump processes and applications to local time, Ann. Prob. 14, 490-532, 1986. | Zbl | MR

2. K. Bichteler and J. Jacod: Calcul de Malliavin pour les processus avec sauts, existence d'une densité dans le cas uni-dimensionnel, Séminaire de Probabilités XVII, Lecture Notes in Mathematics 986, Springer, Berlin, 132-157, 1983. | Numdam | Zbl | MR | EuDML

3. K. Bichteler, J.B. Gravereaux and J. Jacod: Malliavin calculus for processes with jumps, Gordon and Breach, 1987. | Zbl | MR

4. J.M. Bismut: Calcul des variations stochastiques et processus de sauts. Z. Wahrs. 63,147-235,1983. | Zbl | MR

5. J.M. Bismut: Jump processes and boundary processes, Proc. Taniguchi Symp. on Stochastic Analysis 1982, ed. K. Itô, North-Holland, Amsterdam, 1984. | Zbl | MR

6. J. Jacod: Calcul stochastique et problemes de martingales, Lecture Notes in Mathematics 714, Springer, Berlin, 1979. | Zbl | MR

7. R. Leandre: Thèse de 3ème cycle, Besançon, 1984.

8. R. Leandre: Régularité des processus de sauts dégénérés, Ann. Inst. H. Poincaré 21,125-146,1985. | Numdam | Zbl | MR | EuDML

9. R. Leandre: Calcul des variations sur un brownien subordonné, dans ce volume. | Zbl | Numdam

10. R. Leandre: Densité en temps petit d'un processus de sauts, preprint.

11. J.R. Norris: D. Phil thesis, Oxford, 1985.

12. J.R. Norris: Simplified Malliavin calculus, Séminaire de Probabilités XX, Lecture Notes in Mathematics 1204, Springer, Berlin, 101-130, 1986. | Zbl | MR | Numdam