Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with Lévy noise

DOI10.1007/s11253-011-0519-7zbMath1235.60062OpenAlexW2057045844WikidataQ115380501 ScholiaQ115380501MaRDI QIDQ765405

S. V. Bodnarchuk, Alexei M. Kulik

Publication date: 19 March 2012

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-011-0519-7

zbMATH Keywords

linear stochastic differential equation with Lévy noisemultidimensional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Control of linear dynamical systems by time transformations

Cites Work

• On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes
• Densities for Ornstein-Uhlenbeck processes with jumps
• Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise
• Stochastic Equations in Infinite Dimensions
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