Malliavin calculus for parabolic SPDEs with jumps
نویسندگان
چکیده
منابع مشابه
Malliavin calculus for parabolic SPDEs with jumps
We study a parabolic SPDE driven by a white noise and a compensated Poisson measure. We rst de ne the solutions in a weak sense, and we prove the existence and the uniqueness of a weak solution. Then we use the Malliavin calculus in order to show that under some non-degeneracy assumptions, the law of the weak solution admits a density with respect to the Lebesgue measure. To this aim, we introd...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2000
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(99)00107-6