Regularity of density for SDEs driven by degenerate Lévy noises

DOI10.1214/EJP.v20-3287zbMath1321.60131arXiv1401.4624MaRDI QIDQ2515886

Xicheng Zhang, Yulin Song

Publication date: 7 August 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.4624

zbMATH Keywords

Malliavin calculusstochastic differential equationsGirsanov's theoremHörmander conditiondistributional densitydegenerate Lévy noises

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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