On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes

DOI10.1007/s00440-010-0296-5zbMath1238.60067arXiv0908.3736OpenAlexW2088573233MaRDI QIDQ644787

Thomas Simon

Publication date: 7 November 2011

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.3736

zbMATH Keywords

controllabilityabsolute continuitymultivariate Poisson measureOrnstein-Uhlenbeck process with jumps

Mathematics Subject Classification ID

Related Items (7)

Fundamental solutions of nonlocal Hörmander's operators ⋮ Geometric ergodicity of affine processes on cones ⋮ Control of linear dynamical systems by time transformations ⋮ On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes ⋮ The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise ⋮ On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integrals ⋮ Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise

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