Integration by parts for jump processes
Séminaire de probabilités de Strasbourg, Volume 22  (1988), p. 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 de Strasbourg},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {22},
     year = {1988},
     pages = {271-315},
     zbl = {0649.60080},
     mrnumber = {960534},
     language = {en},
     url = {http://www.numdam.org/item/SPS_1988__22__271_0}
}
Norris, James R. Integration by parts for jump processes. Séminaire de probabilités de Strasbourg, Volume 22 (1988) , pp. 271-315. http://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. | MR 832021 | Zbl 0595.60044

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 | MR 770406 | Zbl 0525.60067

3. K. Bichteler, J.B. Gravereaux and J. Jacod: Malliavin calculus for processes with jumps, Gordon and Breach, 1987. | MR 1008471 | Zbl 0706.60057

4. J.M. Bismut: Calcul des variations stochastiques et processus de sauts. Z. Wahrs. 63,147-235,1983. | MR 701527 | Zbl 0494.60082

5. J.M. Bismut: Jump processes and boundary processes, Proc. Taniguchi Symp. on Stochastic Analysis 1982, ed. K. Itô, North-Holland, Amsterdam, 1984. | MR 780753 | Zbl 0566.60057

6. J. Jacod: Calcul stochastique et problemes de martingales, Lecture Notes in Mathematics 714, Springer, Berlin, 1979. | MR 542115 | Zbl 0414.60053

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 | MR 798891 | Zbl 0567.60056

9. R. Leandre: Calcul des variations sur un brownien subordonné, dans ce volume. | Numdam | Zbl 0663.60062

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. | Numdam | MR 942019 | Zbl 0609.60066