Smooth densities for SDEs driven by subordinated Brownian motion with Markovian switching
classification
🧮 math.PR
keywords
browniandrivenmarkovianmotionswitchingcalculusclasscondition
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.