• 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