39 citations · 39 across the 2 of their papers we have counts for
2 papers
math.PR2016
Joint distributions for stochastic functional differential equations
Atsushi Takeuchi
Consider stochastic functional differential equations, whose coefficients depend on past histories. The solution determines a non-Markov process. In the present paper, we shall obt…
math.PR2010★ 39 cited
The Bismut-Elworthy-Li type formulae for stochastic differential equations with jumps
Atsushi Takeuchi
Consider jump-type stochastic differential equations with the drift, diffusion and jump terms. Logarithmic derivatives of densities for the solution process are studied, and the Bi…