Smoothness of the law of manifold-valued Markov processes with jumps

Details Smoothness of the law of manifold-valued Markov processes with jumps Smoothness of the law of manifold-valued Markov processes with jumps

2011-06-23

arxiv.org/abs/1106.4721v1

Mathematics

Probability

Scientific paper

Consider on a manifold the solution $X$ of a stochastic differential equation driven by a L\'evy process without Brownian part. Sufficient conditions for the smoothness of the law of $X_t$ are given, with particular emphasis on non compact manifolds. The result is deduced from the case of affine spaces by means of a localisation technique. The particular cases of Lie groups and homogeneous spaces are discussed.

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