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

• Published in: Український математичний журнал
• Date: 2005
• ISSN: 1027-3190
• Main Author: Kulik, A.M.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2005
• Subjects: Статті
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/165833
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: 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...