Density stability for some Lévy-driven Stochastic Differential Equations

2016/03/16 by Lorick Huang, Huang, L, Lirong Huang
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1603.05088

openalex publication_date 2016/03/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider a Stochastic Differential Equation driven by a Lévy process whose Lévy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the distance between the densities in term of the proximity of the coefficients. This extend to the stable case the works of [KKM15], where the noise is Gaussian.

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