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

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• Debussche, A (ENS de Cachan)
• Monday 10 September 2012, 16:00-16:50
• Seminar Room 1, Newton Institute.

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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.

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