论文标题
一类Boltzmann类型过程的随机演算的元素,并应用于密度的规律性
Elements of the Stochastic Calculus for a Class of Boltzmann type processes and Application to Regularity of Densities
论文作者
论文摘要
对于一类分段确定性马尔可夫过程,我们引入了一个随机演算,这与经典的Malliavin演算是一定的非高斯对应物。作为一个应用程序,我们调查了$ n $ - 粒子玻尔兹曼类型流程的规律性$ t> 0 $。
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 $t>0$.