Existence of densities for stable-like driven SDE's with Hölder continuous coefficients
Seminar Room 1, Newton Institute
AbstractConsider 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.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.