The INI has a new website!

This is a legacy webpage. Please visit the new site to ensure you are seeing up to date information.

Skip to content



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

Debussche, A (ENS de Cachan)
Wednesday 12 September 2012, 12:00-12:50

Seminar Room 1, Newton Institute


Consider a multidimensional stochastic differential equations driven by a stable-like Lévy 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 Hölder-continuity assumptions on the drift and diffusion coefficients.


[pdf ]


The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.

Back to top ∧