On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise

DOI10.1007/S11253-006-0008-6zbMATH Open1093.60032OpenAlexW2003225583MaRDI QIDQ5477122FDOQ5477122

Authors: A. M. Kulik 

Publication date: 20 July 2006

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-006-0008-6

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zbMATH Keywords

stochastic differential equationPoisson point measureHörmander condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (8)

• On parabolic inequalities for generators of diffusions with jumps
• Regularity for distribution-dependent SDEs driven by jump processes
• Integrability and regularity of the flow of stochastic differential equations with jumps
• Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure
• Title not available (Why is that?)
• Regularity of density for SDEs driven by degenerate Lévy noises
• Sensitivity analysis for jump processes
• Régularité de processus de sauts dégénérés. II. (Regularity of degenerate jump processes. II)

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