Densities for SDEs driven by degenerate \(\alpha\)-stable processes (Q465466)
From MaRDI portal
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)
0 references
31 October 2014
0 references
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.
0 references
stochastic differential equations
0 references
Malliavin calculus
0 references
Hörmander's condition
0 references
\(\alpha\)-stable process
0 references
distributional density
0 references
0 references
0 references
0 references
0 references
