Conditions for existence and smoothness of the distribution density for an Ornstein-Uhlenbeck process with Levy noise

Simple item page
dc.creatorBodnarchuk, Semen V.
dc.creatorKulik, Alexey M.
dc.date2008-06-03
dc.date.accessioned2026-07-07T09:42:23Z
dc.date.available2026-07-07T09:42:23Z
dc.descriptionConditions are given, sufficient for the distribution of an Ornstein-Uhlenbeck process with Lévy noise to be absolutely continuous or to possess a smooth density. For the processes with non-degenerate drift coefficient, these conditions are a necessary ones. A multidimensional analogue for the non-degeneracy condition on the drift coefficient is introduced.
dc.descriptionSubmitted to Probability Theory and Mathematical Statistics
dc.identifierhttps://arxiv.org/abs/0806.0442
dc.identifierhttp://arxiv.org/abs/0806.0442
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/162164
dc.subjectProbability
dc.subject60J55; 60J45; 60F17
dc.titleConditions for existence and smoothness of the distribution density for an Ornstein-Uhlenbeck process with Levy noise
dc.typetext

Files

Collections

arXiv