Regularity of the Law of Stochastic Differential Equations with Jumps Under Hörmander’s Conditions: The Lent Particle Method

Jiagang Ren () and Hua Zhang ()
Additional contact information
Jiagang Ren: Sun Yat-Sen University
Hua Zhang: Jiangxi University of Finance and Economics

Journal of Theoretical Probability, 2019, vol. 32, issue 2, 1023-1050

Abstract: Abstract In this paper, we study the regularity of the laws of stochastic differential equations with jumps using the recently well-developed lent particle method introduced by Bouleau and Denis under some kind of Hörmander’s conditions.

Keywords: Regularity; Density; Hörmander’s condition; Stochastic differential equations; Lévy processes; Poisson functional; Dirichlet form; Gradient; Carré du champ; 60H10; 60G51 (search for similar items in EconPapers)
Date: 2019
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10959-018-0875-4 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:32:y:2019:i:2:d:10.1007_s10959-018-0875-4

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-018-0875-4

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().