Existence of densities for stable-like driven SDEs with Hölder continuous coefficients (Q1948119)
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scientific article; zbMATH DE number 6159666
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of densities for stable-like driven SDEs with Hölder continuous coefficients |
scientific article; zbMATH DE number 6159666 |
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Existence of densities for stable-like driven SDEs with Hölder continuous coefficients (English)
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30 April 2013
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The authors study multi-dimensional stochastic differential equations driven by a stable Lévy process. Under suitable assumptions on the coefficients, it is shown that, when the initial condition is a Dirac mass, the solution is a function in some (low-index) Besov space.
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stochastic differential equations
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Lévy processes
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stable processes
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Besov spaces
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