Support theorem for jump processes of canonical type (Q5950736): Difference between revisions
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scientific article; zbMATH DE number 1682167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Support theorem for jump processes of canonical type |
scientific article; zbMATH DE number 1682167 |
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Support theorem for jump processes of canonical type (English)
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13 December 2001
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The author announces a support theorem for canonical (Marcus) SDE's driven by a Lévy process without Gaussian part, under stringent assumptions on the jumping measure which are borrowed from the reviewer [Stochastic Processes Appl. 89, No. 1, 1-30 (2000)]. Actually, the class of discontinuous SDE's studied in the latter article is more general, so that the results which are presented here are not new.
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canonical stochastic differential equations
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support theorem
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