Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method

DOI10.1007/s10959-018-0875-4zbMath1426.60080OpenAlexW2905092109MaRDI QIDQ1741897

Hua Zhang, Jiangang Ren

Publication date: 7 May 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-018-0875-4

zbMATH Keywords

regularityLévy processesstochastic differential equationsdensitygradientDirichlet formcarré du champHörmander's conditionPoisson functional

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition ⋮ Existence and smoothness of the densities of stochastic functional differential equations with jumps

Cites Work

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• Fundamental solutions of nonlocal Hörmander's operators. II.
• Energy image density property and the lent particle method for Poisson measures
• Fundamental solutions of nonlocal Hörmander's operators
• Regularity of density for SDEs driven by degenerate Lévy noises
• The Malliavin Calculus and Related Topics
• Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

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