Conditions for existence and smoothness of the distribution density for   an Ornstein-Uhlenbeck process with Levy noise
  Conditions are given, sufficient for the distribution of an Ornstein-Uhlenbeck process with L\'evy noise to be absolutely continuous or to possess a smooth density. For the processes with non-degenerate drift coefficient, these conditions are a necessary ones. A multidimensional analogue for the non-degeneracy condition on the drift coefficient is introduced. 
Semen V.Bodnarchuk, Alexey M.Kulik