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

Authors

  • S. V. Bodnarchuk Киев. нац. ун-т им. Т. Шевченко Нац. техн. ун-т України „КПI”
  • A. M. Kulik

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.

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Published

25.04.2011

Issue

Vol. 63 No. 4 (2011)

Section

Research articles

How to Cite

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.