Regularity of density for SDEs driven by degenerate lévy noises

Yuling Song, Xicheng Zhang*

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

18 引用 (Scopus)

摘要

By using Bismut's approach to the Malliavin calculus with jumps, we study the regularity of the distributional density for SDEs driven by degenerate additive Lévy noises. Under full Hormander's conditions, we prove the existence of distributional density and the weak continuity in the first variable of the distributional density. Moreover, under a uniform first order Lie's bracket condition, we also prove the smoothness of the density.

源语言英语
期刊Electronic Journal of Probability
20
DOI
出版状态已出版 - 2015
已对外发布

指纹

探究 'Regularity of density for SDEs driven by degenerate lévy noises' 的科研主题。它们共同构成独一无二的指纹。

引用此