Regularity of the Law of Stochastic Differential Equations with Jumps Under Hörmander’s Conditions: The Lent Particle Method

  • Jiagang Ren
  • Hua Zhang


In this paper, we study the regularity of the laws of stochastic differential equations with jumps using the recently well-developed lent particle method introduced by Bouleau and Denis under some kind of Hörmander’s conditions.


Regularity Density Hörmander’s condition Stochastic differential equations Lévy processes Poisson functional Dirichlet form Gradient Carré du champ 

Mathematics Subject Classification (2010)

60H10 60G51 


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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.School of MathematicsSun Yat-Sen UniversityGuangzhouPeople’s Republic of China
  2. 2.School of Statistics & Research Center of Applied StatisticsJiangxi University of Finance and EconomicsNanchangPeople’s Republic of China

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