Abstract
This paper deals with the Malliavin Calculus on the Wiener-Poisson space and its application to the regularity of the density of stochastic dif ferential equations with jumps. The Malliavin Calculus is an infinite-dimen sional differential calculus on the Wiener space which is well tailored to analyze the regularity of probability densities of nondegenerate Wiener func tionals. This calculus originated from a pioneering work by Malliavin (1978), where he provided a probabilistic proof of Hdrmander's hypoellipticity the orem. Contributions by Bismut, Stroock, Kusuoka and Watanabe, among others, have expanded this theory in different directions.
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