On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes
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Publication:644787
DOI10.1007/s00440-010-0296-5zbMath1238.60067arXiv0908.3736MaRDI QIDQ644787
Publication date: 7 November 2011
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.3736
controllability; absolute continuity; multivariate Poisson measure; Ornstein-Uhlenbeck process with jumps
60E07: Infinitely divisible distributions; stable distributions
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G30: Continuity and singularity of induced measures
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