Densities for SDEs driven by degenerate \(\alpha\)-stable processes

DOI10.1214/13-AOP900zbMath1307.60090arXiv1207.3565OpenAlexW2108369259MaRDI QIDQ465466

Xicheng Zhang

Publication date: 31 October 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.3565

zbMATH Keywords

Malliavin calculusstochastic differential equations\(\alpha\)-stable processdistributional densityHörmander's condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (19)

Strong Feller properties for degenerate SDEs with jumps ⋮ Using moment approximations to study the density of jump driven SDEs ⋮ Singular integrals of stable subordinator ⋮ Fundamental solutions of nonlocal Hörmander's operators ⋮ Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance ⋮ Regularity of semigroups for SDEs driven by Lévy noises with one-sided Lipschitz continuous drift ⋮ Subexponential upper and lower bounds in Wasserstein distance for Markov processes ⋮ Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition ⋮ Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Stochastic nonlocal conservation laws on whole space ⋮ Density functions of doubly-perturbed stochastic differential equations with jumps ⋮ Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching ⋮ Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method ⋮ Density functions of distribution dependent SDEs driven by Lévy noises ⋮ \(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes ⋮ Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant \(\alpha\)-stable process ⋮ Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes ⋮ Total variation distance between a jump-equation and its Gaussian approximation

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