Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump
From MaRDI portal
Publication:1039008
DOI10.1214/EJP.v13-480zbMath1191.60072arXiv0704.3922MaRDI QIDQ1039008
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0704.3922
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
Related Items
Smoothness of continuous state branching with immigration semigroups, Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure, Smoothness of the law of manifold-valued Markov processes with jumps, Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions, Integration by parts formula and applications to equations with jumps