摘要
We consider a real-valued doubly-perturbed stochastic differential equation driven by a subordinated Brownian motion. By using classic Malliavin calculus, we prove that the law of the solution is absolutely continuous with respect to the Lebesgue measure on R.
We consider a real-valued doubly-perturbed stochastic differential equation driven by a subordinated Brownian motion. By using classic Malliavin calculus, we prove that the law of the solution is absolutely continuous with respect to the Lebesgue measure on R.
