36 citations · 143 across the 56 of their papers we have counts for
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math.PR2013★ 1 cited
Smooth densities of stochastic differential equations forced by degenerate stable type noises
Lihu Xu
Using the Bismut's approach to Malliavin calculus, we introduce a simplified Malliavin matrix ([11]) for stochastic differential equations (SDEs) force by degenerate stable like no…
math.PR2013★ 5 cited
Gradient estimates for SDEs Driven by Multiplicative Lévy Noise
Feng-Yu Wang, Lihu Xu, Xicheng Zhang
Gradient estimates are derived, for the first time, for the semigroup associated to a class of stochastic differential equations driven by multiplicative Lévy noise. In particular,…