Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4590585 | Journal of Functional Analysis | 2013 | 22 Pages |
Abstract
Consider a multidimensional stochastic differential equation driven by a stable-like Lévy process. We prove that the law of the solution immediately has a density in some Besov space, under some non-degeneracy condition on the driving Lévy process and some very light Hölder-continuity assumptions on the drift and diffusion coefficients.
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