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Existence of densities for stable-like driven SDEs with Hölder continuous coefficients. (English) Zbl 1272.60032
The authors study multi-dimensional stochastic differential equations driven by a stable Lévy process. Under suitable assumptions on the coefficients, it is shown that, when the initial condition is a Dirac mass, the solution is a function in some (low-index) Besov space.

MSC:
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60G51 Processes with independent increments; Lévy processes
60G52 Stable stochastic processes
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