2017
Том 69
№ 9

All Issues

Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with levy noise

Bodnarchuk S. V., Kulik A. M.

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Abstract

A sufficient condition is obtained for smoothness of the density of distribution for a multidimensional Levy-driven Ornstein-Uhlenbeck process, i.e., a solution to a linear stochastic differential equation with Levy noise.

English version (Springer): Ukrainian Mathematical Journal 63 (2011), no. 4, pp 501-515.

Citation Example: Bodnarchuk S. V., Kulik A. M. Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with levy noise // Ukr. Mat. Zh. - 2011. - 63, № 4. - pp. 435-447.

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