Elements of the Stochastic Calculus for a Class of Boltzmann type processes and Application to Regularity of Densities
Abstract
For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of N-particle Boltzmann type processes at time t>0.
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