作者：Picard, J
摘要：We consider a Levy process X(t) and the solution Y-t of a stochastic differential equation driven by X(t); we suppose that X(t) has infinitely many small jumps, but its Levy measure may be very singular (for instance it may have a countable support). We obtain sufficient conditions ensuring the existence of a smooth density for Y-t: these conditions are similar to those of the classical Malliavin calculus for continuous diffusions. More generally, we study the smoothness of the law of variable...
