Densities for SDEs driven by degenerate \(\alpha\)-stable processes (Q465466): Difference between revisions
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Revision as of 00:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Densities for SDEs driven by degenerate \(\alpha\)-stable processes |
scientific article |
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Densities for SDEs driven by degenerate \(\alpha\)-stable processes (English)
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31 October 2014
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In this paper, the author proves the existence of distributional densities for the solutions of SDEs driven by degenerate subordinated Brownian motions, using the Malliavin calculus on Wiener-Poisson spaces.
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stochastic differential equations
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Malliavin calculus
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Hörmander's condition
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\(\alpha\)-stable process
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distributional density
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