This book is a concise introduction to the stochastic calculus of variations for processes with
jumps. The author provides many results on this topic in a self-contained way for eg …

In this paper, we study the order of approximation with respect to the Jordan variation for the
generalized and the Kantorovich sampling series, based upon averaged type kernels. In …

The present lecture notes aim for an introduction to the ergodic behaviour of Markov
Processes and addresses graduate students, post-graduate students and interested …

For Lp convergence rates of a time homogeneous Markov process, sufficient conditions are
given in terms of an exponential ϕ-coupling. This provides sufficient conditions for Lp …

Consider on a manifold the solution X of a stochastic differential equation driven by a Lévy
process without Brownian part. Sufficient conditions for the smoothness of the law of X_t are …

Some sufficient conditions are found for the distribution of the Ornstein–Uhlenbeck process
with Lévy noise to be absolutely continuous or to have a smooth density. These conditions …

The Malliavin derivative operator for the Poisson process introduced by Carlen and Pardoux
[Differential calculus and integration by parts on a Poisson space, in Stochastics, Algebra …

ASYMPTOTIC BEHAVIOUR OF THE DISTRIBUTION DENSITY OF SOME LÉVY FUNCTIONALS
IN Ên 1. Introduction The objective of this paper is Page 1 Theory of Stochastic Processes Vol …

We investigate the regularity of shot noise series and of Poisson integrals. We give
conditions for the absolute continuity of their law with respect to the Lebesgue measure and …

We propose a new method of stochastic control for stochastic processes with Lévy noise
based on time-change transformations. Applying this method, we prove that the integral …