{
  "abstract": "In this article, we prove the existence and regularity of densities associated to stochastic differential equations driven by a jump process with infinite activity. Furthermore, we provide explicit bounds for the density and its derivatives. The main argument is based on two ideas: (1) The use of the regularity of the Brownian motion approximation of small jumps of an infinite activity process (the so-called Asmussen-Rosiński approximation). (2) The improvement of the approximation procedure using a Taylor like expansion of the law based on the so-called Levi parametrix method.",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": null,
  "author_total": 3,
  "authors": [
    {
      "name": "V. Bally"
    },
    {
      "name": "L. Caramellino"
    },
    {
      "name": "A. Kohatsu-Higa"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/bvj8fa817h83v.bib",
  "cited_by": 1,
  "doi": "10.1016/j.jmaa.2023.127817",
  "fulltext_url": null,
  "id": "bvj8fa817h83v",
  "issns": [
    "0022-247X",
    "1096-0813"
  ],
  "landing_url": "https://hal.science/hal-05854675v1",
  "language": "en",
  "licence": "CC-BY",
  "licence_label": "CC BY",
  "licence_source": "journal",
  "licence_url": "https://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": null,
  "native_subjects": [
    [
      "hal",
      "0.math"
    ],
    [
      "openalex",
      "2003|Stochastic processes and financial applications"
    ]
  ],
  "openalex": "W4387252728",
  "pdf_url": null,
  "pmcid": null,
  "pmid": null,
  "published": "2026-11-06",
  "publisher": "Elsevier",
  "ris": "https://research.draconitic.com/paper/bvj8fa817h83v.ris",
  "sources": [
    {
      "first_seen": "2026-11-06T12:20:44Z",
      "native_id": "hal-05854675",
      "source": "hal",
      "url": "https://hal.science/hal-05854675v1"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "hal:0.math",
      "subfield": "general"
    }
  ],
  "title": "Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps",
  "title_text": "Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps",
  "type": "peer-reviewed",
  "updated_at": "2026-11-08T12:20:49Z",
  "url": "https://research.draconitic.com/paper/bvj8fa817h83v",
  "venue": "Journal of Mathematical Analysis and Applications",
  "versions": []
}