A criterion of density for solutions of Poisson-driven SDEs (Q1596316): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 06:03, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A criterion of density for solutions of Poisson-driven SDEs |
scientific article |
Statements
A criterion of density for solutions of Poisson-driven SDEs (English)
0 references
2 October 2001
0 references
The problem of constructing a Dirichlet structure related to a Poisson measure on \(\mathbb{R}^+\times M\) \((M\) a general measured space with compensator \(dt\otimes d\nu\) and \(\nu\) a measure on \((M,{\mathcal M}))\) is considered. The author obtains also a criterion of density for variables in the domain of the Dirichlet form. These results are applied to solutions of stochastic differential equations driven by Poisson measure. It is shown that under Hörmander type conditions the solutions of SDEs are absolutely continuous with respect to Lebesgue measure.
0 references
Dirichlet forms
0 references
Poisson measure
0 references
stochastic differential equations driven by a Poisson measure
0 references