Abstract
• Theorem 2.1 is the main result about the existence of a smooth density for real variables defined on a Poisson space; Theorem 2.2 is the extension to vector-valued variables. • Theorem 3.1 deals with the case of functionals of a Levy process; in particular, an analogue of the Malliavin matrix of the Wiener case is introduced. • Theorem 4.1 is the particular case of the solution of a stochastic differential equation driven by the Levy process.
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