Densities for SDEs driven by degenerate \(\alpha\)-stable processes

DOI10.1214/13-AOP900zbMath1307.60090arXiv1207.3565OpenAlexW2108369259MaRDI QIDQ465466

Xicheng Zhang

Publication date: 31 October 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.3565

zbMATH Keywords

Malliavin calculusstochastic differential equations\(\alpha\)-stable processdistributional densityHörmander's condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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