Density Bounds for some Degenerate Stable Driven SDEs
Résumé
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak Hörmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the associated generator. Also, in the scalar case we establish density bounds reflecting the multi-scale behavior of the process.
Origine | Fichiers produits par l'(les) auteur(s) |
---|