Existence of densities for stable-like driven SDEʼs with Hölder continuous coefficients

Author:

Debussche Arnaud,Fournier Nicolas

Publisher

Elsevier BV

Subject

Analysis

Reference15 articles.

1. Integration by parts formula and applications to equations with jumps;Bally;Probab. Theory Related Fields,2011

2. Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations;Barles;J. Eur. Math. Soc. (JEMS),2011

3. Malliavin Calculus for Processes with Jumps;Bichteler,1987

4. Calcul de Malliavin pour les diffusions avec sauts: existence dʼune densité dans le cas unidimensionnel;Bichteler,1983

5. A. Debussche, M. Romito, Existence of densities for the 3D Navier–Stokes equations driven by Gaussian noise, arXiv:1203.0417, Probab. Theory Related Fields, in press.

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