Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with levy noise

• Datum: 2011
• Hauptverfasser: Bodnarchuk, S. V., Kulik, A. M., Боднарчук, С. В., Кулик, А. М.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2011
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/2729
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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.