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

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 dis...

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Bibliographic Details
Date:	2005
Main Authors:	Kulik, A. M., Кулик, О. М.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 2005
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/3683
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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