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2015 Regularity of density for SDEs driven by degenerate Lévy noises
Yulin Song, Xicheng Zhang
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Electron. J. Probab. 20: 1-27 (2015). DOI: 10.1214/EJP.v20-3287


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 Lévy noises. Under full Hörmander'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.


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Yulin Song. Xicheng Zhang. "Regularity of density for SDEs driven by degenerate Lévy noises." Electron. J. Probab. 20 1 - 27, 2015.


Accepted: 3 March 2015; Published: 2015
First available in Project Euclid: 4 June 2016

zbMATH: 1321.60131
MathSciNet: MR3325091
Digital Object Identifier: 10.1214/EJP.v20-3287

Vol.20 • 2015
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