Densities for SDEs driven by degenerate \(\alpha\)-stable processes (Q465466): Difference between revisions
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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. | |||
| Property / review text: 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. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Toader Morozan / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H07 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6363036 / rank | |||
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| Property / zbMATH Keywords | |||
stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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| Property / zbMATH Keywords | |||
Malliavin calculus | |||
| Property / zbMATH Keywords: Malliavin calculus / rank | |||
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| Property / zbMATH Keywords | |||
Hörmander's condition | |||
| Property / zbMATH Keywords: Hörmander's condition / rank | |||
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| Property / zbMATH Keywords | |||
\(\alpha\)-stable process | |||
| Property / zbMATH Keywords: \(\alpha\)-stable process / rank | |||
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| Property / zbMATH Keywords | |||
distributional density | |||
| Property / zbMATH Keywords: distributional density / rank | |||
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Revision as of 13:52, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Densities for SDEs driven by degenerate \(\alpha\)-stable processes |
scientific article |
Statements
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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