Back to Search
Start Over
Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching.
- Source :
-
Frontiers of Mathematics in China . Dec2018, Vol. 13 Issue 6, p1447-1467. 21p. - Publication Year :
- 2018
-
Abstract
- We consider a class of stochastic differential equations driven by subordinated Brownian motion with Markovian switching. We use Malliavin calculus to study the smoothness of the density for the solution under uniform Hörmander type condition. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 16733452
- Volume :
- 13
- Issue :
- 6
- Database :
- Academic Search Index
- Journal :
- Frontiers of Mathematics in China
- Publication Type :
- Academic Journal
- Accession number :
- 133773693
- Full Text :
- https://doi.org/10.1007/s11464-018-0735-7