Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching

Xiaobin Sun; Yingchao Xie

REVIEW

Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching

Not yet reviewed by Pith; the record is open.

Re-run · record.json Download PDF Read on arXiv ↗

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1410.5913 v2 pith:SGW62FIE submitted 2014-10-22 math.PR

Xiaobin Sun , Yingchao Xie This is my paper · ORCID

classification math.PR

keywords browniandrivenmarkovianmotionswitchingcalculusclasscondition

verification ladder T0 review T1 audit T2 compute T3 formal

0 comments

read the original abstract

In this paper we consider a class of stochastic differential equations driven by subordinate Brownian motion with Markovian switching. We use Malliavin calculus to study the smoothness of the density for the solution under uniform H\"ormander's type condition.

Discussion (0). Continue with ORCID to comment.

Pith tools