Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise

DOI10.1007/S11253-011-0519-7zbMATH Open1235.60062OpenAlexW2057045844WikidataQ115380501 ScholiaQ115380501MaRDI QIDQ765405FDOQ765405

A. M. Kulik, S. V. Bodnarchuk

Publication date: 19 March 2012

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

Full work available at URL: https://doi.org/10.1007/s11253-011-0519-7

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zbMATH Keywords

multidimensional Ornstein-Uhlenbeck processlinear stochastic differential equation with Lévy noise

Mathematics Subject Classification ID

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

Cites Work

• Stochastic Equations in Infinite Dimensions
• Title not available (Why is that?)
• Densities for Ornstein-Uhlenbeck processes with jumps
• Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise
• Title not available (Why is that?)
• On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes

Cited In (3)

• Control of linear dynamical systems by time transformations
• Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
• Smooth density for the solution of scalar SDEs with locally Lipschitz coefficients under Hörmander condition

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