Title of article
Support theorem for jump processes
Author/Authors
Simon، نويسنده , , Thomas، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
30
From page
1
To page
30
Abstract
Let X be the solution of an Itô differential equation with jumps over Rd. Under some auxiliary assumptions on the parameters of the equation, we characterize the support of the law of X in the Skorohod space D as the closure of the set of solutions to piecewise ordinary differential equations. This gives an analogue in the Poisson space to the classical Stroock–Varadhan support theorem.
Keywords
Lévy measure , Markov property , Support theorem
Journal title
Stochastic Processes and their Applications
Serial Year
2000
Journal title
Stochastic Processes and their Applications
Record number
1576660
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