2 research outputs found
Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent L\'evy processes
Let be the transition semigroup of the Markov family
defined by SDE where is a system of independent real-valued L\'evy processes.
Using the Malliavin calculus we establish the following gradient formula where the random field does not depend on . Sharp
estimates on when are -stable
processes, , are also given