Regularity and convergence in variation for the laws of shot noise series and of related processes
نویسندگان
چکیده
We study the regularity of random series representing shoit noise series or Poisson integrals. We give conditions for the absolute continuity of their law with respect to Lebesgue measure and for their continuity for total variation norm. We deal also with the solution of drifted EDS driven by a Lévy process. We show the regularity of the law of the solution with respect to the drift term.
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تاریخ انتشار 2007