Elements of the Stochastic Calculus for a Class of Boltzmann type processes and Application to Regularity of Densities

Jörg-Uwe Löbus

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arXiv · 2210.10334

Elements of the Stochastic Calculus for a Class of Boltzmann type processes and Application to Regularity of Densities

Jörg-Uwe Löbus

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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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Jörg-Uwe Löbus. 2022-10-19. Elements of the Stochastic Calculus for a Class of Boltzmann type processes and Application to Regularity of Densities. https://arxiv.org/abs/2210.10334

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