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 |
| 卷 | 42 |
| 期 | 5 |
| DOI | |
| 出版状态 | 已出版 - 9月 2014 |
| 已对外发布 | 是 |
指纹
探究 'Densities for sdes driven by degenerate α-stable processes' 的科研主题。它们共同构成独一无二的指纹。引用此
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