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	Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps Journal article Annales de l'institut Henri Poincare (B) Probability and Statistics,2021, volume: 57, issue: 1, pages: 250-271 Authors: Friesen, Martin; Jin, Peng; Rüdiger, Barbara Favorite \| View/Download：6/0 \| Submit date：2022/01/20 Anisotropic Besov space Anisotropic Lévy process Stochastic differential equation with jumps Transition density
	Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations Journal article Statistics and Probability Letters,2018, volume: 133, pages: 71-79 Authors: Wu, Bo; Wu, Jianglun Favorite \| View/Download：2/0 \| Submit date：2023/05/30 Degenerated stochastic differential equations (SDEs) Girsanov transformation Non-Lipschitz SDEs with jumps Semi-linear partial integro-differential equation of parabolic type
	Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps Journal article Statistics and Probability Letters,2016, volume: 119, pages: 326-333 Authors: Qiao, Huijie; Wu, Jianglun Favorite \| View/Download：1/0 \| Submit date：2023/05/30 Non-Lipschitz stochastic differential equations with jumps Semi-linear partial integro-differential equation of parabolic type The Girsanov transformation