期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2011
卷号：73
期号：01
页码：46--49
出版社：Indian Statistical Institute
摘要：This paper deals with the Malliavin Calculus on the Wiener-Poisson
space and its application to the regularity of the density of stochastic differential
equations with jumps. The Malliavin Calculus is an in nite-dimensional
di
erential calculus on the Wiener space which is well tailored to
analyze the regularity of probability densities of nondegenerate Wiener functionals.
This calculus originated from a pioneering work by Malliavin (1978),
where he provided a probabilistic proof of Hormander's hypoellipticity theorem.
Contributions by Bismut, Stroock, Kusuoka and Watanabe, among
others, have expanded this theory in di
erent directions.
