Regularity of density for SDEs driven by degenerate Lévy noises*
نویسندگان
چکیده
By using Bismut’s approach to the Malliavin calculus with jumps, we study the regularity of the distributional density for SDEs driven by degenerate additive Lévy noises. Under full Hörmander’s conditions, we prove the existence of distributional density and the weak continuity in the first variable of the distributional density. Moreover, under a uniform first order Lie’s bracket condition, we also prove the smoothness of the density.
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Article history: Received 27 August 2014 Received in revised form 9 June 2015 Accepted 5 July 2015 Available online xxxx Communicated by Dominique Picard MSC: 60G05 60G17 60G20 60G52 60H40 42C40 46E35
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