@unpublished{cavallazzi:hal-03873590,
TITLE = {It{\^o}'s formula for the flow of measures of Poisson stochastic integrals and applications},
AUTHOR = {Cavallazzi, Thomas},
URL = {https://hal.science/hal-03873590},
NOTE = {working paper or preprint},
YEAR = {2022},
MONTH = Nov, KEYWORDS = {It{\^o}'s formula ; flow of probability measures ; Poisson random measure ; stable processes ; McKean-Vlasov stochastic differential equations ; propagation of chaos ; backward Kolmogorov partial differential equation},
PDF = {https://hal.science/hal-03873590/file/Ito_jump_processes.pdf},
HAL_ID = {hal-03873590},
HAL_VERSION = {v1},
}