Calcul de Malliavin pour les diffusions avec sauts : existence d'une densité dans le cas unidimensionnel
Calculs stochastiques directs sur les trajectoires et propriétés des boréliens porteurs
Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations.
Comparison results for reflected jump-diffusions in the orthant with variable reflection directions and stability applications.
Conservation property of symmetric jump processes
Motivated by the recent development in the theory of jump processes, we investigate its conservation property. We will show that a jump process is conservative under certain conditions for the volume-growth of the underlying space and the jump rate of the process. We will also present examples of jump processes which satisfy these conditions.