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

Ren Jiagang; Zhang Hua

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

机译：随机微分方程定律规律，跳跃在霍尔森德条件下的跳跃：铝颗粒方法

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摘要

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 Hormander's conditions.

机译：在本文中，我们使用Boulau和Denis在某种香中的条件下使用最近发达的借助颗粒方法研究随机微分方程规律的规律性。

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来源
《Journal of theoretical probability》 |2019年第2期|共28页
作者
Ren Jiagang; Zhang Hua;
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作者单位

Sun Yat Sen Univ Sch Math Guangzhou 510275 Guangdong Peoples R China;

Jiangxi Univ Finance &

Econ Sch Stat Nanchang 330013 Jiangxi Peoples R China;

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原文格式 PDF
正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
Regularity; Density; Hormander's condition; Stochastic differential equations; Levy processes; Poisson functional; Dirichlet form; Gradient; Carre du champ;

机译：规律性;密度;霍尔丹的状况;随机微分方程;征收过程;泊松功能;Dirichlet形式;梯度;Carre du Champ;

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专利

1. Regularity of the Law of Stochastic Differential Equations with Jumps Under Hormander's Conditions: The Lent Particle Method [J] . Ren Jiagang, Zhang Hua Journal of theoretical probability . 2019,第2期

机译：随机微分方程定律规律，跳跃在霍尔森德条件下的跳跃：铝颗粒方法
2. Compensated stochastic theta methods for stochastic differential delay equations with jumps [J] . Qiyong Li, Siqing Gan, Xiaojie Wang International journal of computer mathematics . 2013,第5a6期

机译：带跳跃的随机微分时滞方程的补偿随机theta方法
3. TWO-STAGE STOCHASTIC RUNGE-KUTTA METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMP DIFFUSION~* [J] . CAN HUANG, JING SHI, ZHIMING ZHANG Communications in mathematical sciences . 2012,第4期

机译：跳变随机微分方程的两阶段随机Runge-Kutta方法〜
4. Algorithmic Analysis of Euler-Maruyama Scheme for Stochastic Differential Delay Equations with Markovian Switching and Poisson Jump, under Non-Lipschitz Condition [C] . Wang Guoqiang, Li Donglong International Conference on Natural Computation;ICNC '09 . 2009

机译：非Lipschitz条件下带Markovian切换和泊松跳跃的随机微分方程的Euler-Maruyama方案的算法分析
5. Particle tracking using stochastic differential equation driven by pure jump Levy processes. [D] . Chakraborty, Paramita. 2009

机译：使用由纯跳跃Levy过程驱动的随机微分方程进行粒子跟踪。
6. Stochastic θ-Methods for a Class of Jump-Diffusion Stochastic Pantograph Equations with Random Magnitude [O] . Hua Yang, Feng Jiang -1

机译：一类具有随机幅度的跳跃扩散随机受电弓方程的随机θ方法
7. Integrability and regularity of the flow of stochastic differential equations with jumps [O] . Jean-Christophe Breton, Nicolas Privault 2020

机译：跳跃随机微分方程流动的可积和规律性

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

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