Regularity of density for SDEs driven by degenerate L\'evy noises
Probability
2014-01-21 v1
Abstract
By using Bismut's approach about the Malliavin calculus with jumps, we study the regularity of the distributional density for SDEs driven by degenerate additive L\'evy noises. Under full H\"ormander's conditions, we prove the existence of distributional density and the weak continuity in the first variable of the distributional density. Under the uniform first order Lie's bracket condition, we also prove the smoothness of the density.
Keywords
Cite
@article{arxiv.1401.4624,
title = {Regularity of density for SDEs driven by degenerate L\'evy noises},
author = {Yulin Song and Xicheng Zhang},
journal= {arXiv preprint arXiv:1401.4624},
year = {2014}
}
Comments
25 pages