Existence of densities for stable-like driven SDEs with Hölder continuous coefficients (Q1948119)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of densities for stable-like driven SDEs with Hölder continuous coefficients |
scientific article |
Statements
Existence of densities for stable-like driven SDEs with Hölder continuous coefficients (English)
0 references
30 April 2013
0 references
The authors study multi-dimensional stochastic differential equations driven by a stable Lévy process. Under suitable assumptions on the coefficients, it is shown that, when the initial condition is a Dirac mass, the solution is a function in some (low-index) Besov space.
0 references
stochastic differential equations
0 references
Lévy processes
0 references
stable processes
0 references
Besov spaces
0 references
