Absolute continuity for some one-dimensional processes

DOI10.3150/09-BEJ215zbMath1248.60062arXiv0804.3037OpenAlexW3105151081MaRDI QIDQ453264

Jacques Printems, Nicolas Fournier

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.3037

zbMATH Keywords

Lévy processesstochastic differential equationsstochastic partial differential equationsrandom coefficientsabsolute continuityHölder coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuity and singularity of induced measures (60G30)

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