University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Existence of densities for stable-like driven SDE's with Hlder continuous coefficients

Existence of densities for stable-like driven SDE's with Hlder continuous coefficients

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Mustapha Amrani.

This talk has been canceled/deleted

Consider a multidimensional stochastic differential equations driven by a stable-like Lvy process. We prove that the law of the solution immediately has a density in some Besov space, under some non-degeneracy condition and some very light Hlder-continuity assumptions on the drift and diffusion coefficients.

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

This talk is not included in any other list

Note that ex-directory lists are not shown.

 

© 2006-2021 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity