Integrability and regularity of the flow of stochastic differential equations with jumps

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Calcul de Malliavin pour les diffusions avec sauts : existence d’une densité dans le cas unidimensionnel (in french) [malliavin calculus for diffusions with jumps: existence of a density in the one-dimensional case]

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X. Zhang, K. Wang, and D. Li · 2015

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Threshold of a stochastic SIR epidemic model with Lévy jumps

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Stochastic SIR Lévy jump model with infinite activity

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