Ukrainian Mathematical Journal

, 63:501 | Cite as

Conditions of smoothness for the distribution density of a solution of a multidimensional linear stochastic differential equation with lévy noise

  • S.V. Bodnarchuk
  • A. M. Kulik

We obtain a sufficient condition of smoothness for the distribution density of a multidimensional Ornstein–Uhlenbeck process with Lévy noise, i.e., for the solution of a linear stochastic differential equation with Lévy noise.


Distribution Density Quadratic Form Stochastic Differential Equation Uhlenbeck Process Stochastic Differential Equa 
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Copyright information

© Springer Science+Business Media, Inc. 2011

Authors and Affiliations

  • S.V. Bodnarchuk
    • 1
  • A. M. Kulik
    • 2
  1. 1.Shevchenko Kiev National UniversityKievUkraine
  2. 2.Institute of Mathematics, Ukrainian National Academy of SciencesKievUkraine

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