Strong Feller properties for degenerate SDEs with jumps (Q297467)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong Feller properties for degenerate SDEs with jumps |
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Strong Feller properties for degenerate SDEs with jumps (English)
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27 June 2016
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The aim of this paper is twofold. First, applying Malliavin's calculus, the authors extend the famous Bogachev result concerning the existence and smoothness of the density of the family of multi-dimensional Wiener functionals. Second, this result is applied to establish the strong Feller property of the semigroup determined by a stochastic differential equation driven by subordinate Brownian motions, under full Hörmander conditions.
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subordinate Wiener process
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stochastic differential equations
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Malliavin calculus
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strong Feller property
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cylindrical \(\alpha\)-stable process
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