On absolute continuity and singularity of probability measures
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On logarithmic information in point processes
Petr Mandl (1977)
Commentationes Mathematicae Universitatis Carolinae
On smoothing properties of transition semigroups associated to a class of SDEs with jumps
Seiichiro Kusuoka, Carlo Marinelli (2014)
Annales de l'I.H.P. Probabilités et statistiques
We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) in driven by additive pure-jump Lévy noise. In particular, we assume that the Lévy process driving the SDE is the sum of a subordinated Wiener process (i.e. , where is an increasing pure-jump Lévy process starting at zero and independent of the Wiener process ) and of an arbitrary Lévy process independent of , that the drift coefficient is continuous (but not...
On the predictable representation property for super-processes
Ludger Overbeck (1995)
Séminaire de probabilités de Strasbourg
Currently displaying 1 – 4 of 4
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