On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise

• Veröffentlicht in: Український математичний журнал
• Datum: 2005
• 1. Verfasser: Kulik, A.M.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2005
• Schlagworte: Статті
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/165833
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Zitieren: On the Regularity of Distribution for a Solution of SDE of a Jump Type with Arbitrary Levy Measure of the Noise / A.M. Kulik // Український математичний журнал. — 2005. — Т. 57, № 9. — С. 1261–1283. — Бібліогр.: 13 назв. — англ.

The local properties of distributions of solutions of SDE's with jumps are studied. Using the method based on the “time-wise” differentiation on the space of functionals of Poisson point measure, we give a full analog of Hormander condition, sufficient for the solution to have a regular distrib...