Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps

DOI10.1214/20-AIHP1077zbMath1472.60083arXiv1810.07504OpenAlexW3137476039WikidataQ115240808 ScholiaQ115240808MaRDI QIDQ2041795

Barbara Rüdiger, Martin Friesen, Peng Jin

Publication date: 23 July 2021

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.07504

zbMATH Keywords

transition densitystochastic differential equation with jumpsanisotropic Besov spaceanisotropic Lévy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Continuity and singularity of induced measures (60G30) Jump processes on general state spaces (60J76)

Related Items (2)

Regularity estimates for fractional orthotropic \(p\)-Laplacians of mixed order ⋮ On weak solution of SDE driven by inhomogeneous singular Lévy noise

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