TY - JOUR
T1 - Densities for sdes driven by degenerate α-stable processes
AU - Zhang, Xicheng
PY - 2014/9
Y1 - 2014/9
N2 - In this work, by using the Malliavin calculus, under Hörmander's condition, we prove the existence of distributional densities for the solutions of stochastic differential equations driven by degenerate subordinated Brownian motions. Moreover, in a special degenerate case, we also obtain the smoothness of the density. In particular, we obtain the existence of smooth heat kernels for the following fractional kinetic Fokker-Planck (nonlocal) operator: ℒ(α)b:= δα/2v + v · ∇x + b (x,v)· ∇v, x, v ε ℝd, where α ε (0, 2) and b:ℝd × ℝd →ℝd is smooth and has bounded derivatives of all orders.
AB - In this work, by using the Malliavin calculus, under Hörmander's condition, we prove the existence of distributional densities for the solutions of stochastic differential equations driven by degenerate subordinated Brownian motions. Moreover, in a special degenerate case, we also obtain the smoothness of the density. In particular, we obtain the existence of smooth heat kernels for the following fractional kinetic Fokker-Planck (nonlocal) operator: ℒ(α)b:= δα/2v + v · ∇x + b (x,v)· ∇v, x, v ε ℝd, where α ε (0, 2) and b:ℝd × ℝd →ℝd is smooth and has bounded derivatives of all orders.
KW - Distributional density
KW - Hörmander's condition
KW - Malliavin calculus
KW - SDE
KW - α-Stable process
UR - http://www.scopus.com/inward/record.url?scp=84906824722&partnerID=8YFLogxK
U2 - 10.1214/13-AOP900
DO - 10.1214/13-AOP900
M3 - Article
AN - SCOPUS:84906824722
SN - 0091-1798
VL - 42
SP - 1885
EP - 1910
JO - Annals of Probability
JF - Annals of Probability
IS - 5
ER -