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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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Bibliographic Details
Date:	2011
Main Authors:	Bodnarchuk, S. V., Kulik, A. M., Боднарчук, С. В., Кулик, А. М.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2011
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/2729
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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