Densities for sdes driven by degenerate α-stable processes

Xicheng Zhang*

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

27 引用 (Scopus)

摘要

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.

源语言英语
页(从-至)1885-1910
页数26
期刊Annals of Probability
42
5
DOI
出版状态已出版 - 9月 2014
已对外发布

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