Article ID Journal Published Year Pages File Type
4590585 Journal of Functional Analysis 2013 22 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory