Existence of densities for stable-like driven SDE's with Hölder continuous coefficients
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About this item
| Description: |
Debussche, A (ENS de Cachan)
Wednesday 12 September 2012, 12:00-12:50 |
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| Created: | 2012-09-18 08:47 |
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| Collection: | Stochastic Partial Differential Equations |
| Publisher: | Isaac Newton Institute |
| Copyright: | Debussche, A |
| Language: | eng (English) |
| Abstract: | Consider a multidimensional stochastic differential equations driven by a stable-like Lévy process. We prove that the law of the solution immediately has a density in some Besov space, under some non-degeneracy condition and some very light Hölder-continuity assumptions on the drift and diffusion coefficients. |
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