The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations

Engineering, Mathematics, Differential Equations +11

Hypoelliptic second order differential equations

Lars Hörmander · Acta Mathematica · 1967 · 2.4K citations · Full text

Natural Sciences, Mathematics, Differential Equations +5

Stochastic calculus of variations and hypoelliptic operators

Paul Malliavin · 1978 · 546 citations

Engineering, Mathematics, Probability Theory +9

On the existence of smooth densities for jump processes

Jean Picard · Probability Theory and Related Fields · 1996 · 195 citations · Full text

Engineering, Mathematics, Physics +13

The Malliavin calculus, a functional analytic approach

Daniel W. Stroock · Journal of Functional Analysis · 1981 · 132 citations

Natural Sciences, Mathematics, Differential Equations +6