Bodnarchuk, S. V., and A. M. Kulik. “Conditions of Smoothness for the Distribution Density of a Solution of a Multidimensional Linear Stochastic Differential Equation With Levy Noise”.
Ukrains’kyi Matematychnyi Zhurnal, vol. 63, no. 4, Apr. 2011, pp. 435-47,
https://umj.imath.kiev.ua/index.php/umj/article/view/2729.