Skip to main content
SpringerLink
Log in

Discussion of Hiroshi Kunita’s Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itô’s SDE with jumps

  • Published:
Sankhya A Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

References

  • Bismut, J.M. (1983). Calcul des variations stochastique et processus de sauts. Z. Wahrsch. Verw. Gebiete, 63, 279–290.

    Article  MathSciNet  Google Scholar 

  • Malliavin, P. (1978). Stochastic calculus of variation and hypoelliptic operators. In Proceedings of the International Symposium on Stochastic Differential Equations, (Itô, K., ed.), 195–263. Wiley, New York.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Courant Institute of Mathematical Sciences, New York, USA

    S. R. S. Varadhan

  2. Courant Institute of Mathematical Sciences, New York University, New York, NY, 10012, USA

    S. R. S. Varadhan

Authors
  1. S. R. S. Varadhan
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to S. R. S. Varadhan.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Varadhan, S.R.S. Discussion of Hiroshi Kunita’s Article: Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itô’s SDE with jumps. Sankhya A 73, 50–51 (2011). https://doi.org/10.1007/s13171-011-0008-y

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s13171-011-0008-y

Keywords

Search

Navigation