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

DOI10.1007/S11253-006-0008-6MaRDI QIDQ5477122zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic differential equationPoisson point measureHörmander condition

Mathematics Subject Classification ID

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

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Cited in

(8)

• Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure
• On parabolic inequalities for generators of diffusions with jumps
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• Regularity of density for SDEs driven by degenerate Lévy noises
• Régularité de processus de sauts dégénérés. II. (Regularity of degenerate jump processes. II)
• Integrability and regularity of the flow of stochastic differential equations with jumps
• Regularity for distribution-dependent SDEs driven by jump processes
• Sensitivity analysis for jump processes

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