Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with levy noise
A sufficient condition is obtained for smoothness of the density of distribution for a multidimensional Levy-driven Ornstein-Uhlenbeck process, i.e., a solution to a linear stochastic differential equation with Levy noise.
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| Date: | 2011 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2011
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2729 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |