On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise
The local properties of distributions of solutions of SDE's with jumps are studied. Using the method based on the “time-wise” differentiation on the space of functionals of Poisson point measure, we give a full analog of Hormander condition, sufficient for the solution to have a regular distrib...
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| Date: | 2005 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2005
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/165833 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise / A.M. Kulik // Український математичний журнал. — 2005. — Т. 57, № 9. — С. 1261–1283. — Бібліогр.: 13 назв. — англ. |