Support theorem for jump processes.

DOI10.1016/S0304-4149(00)00008-9zbMath1045.60063MaRDI QIDQ1877520

Thomas Simon

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

support theoremLévy measureMarkov property

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (16)

Strict positivity of the density for simple jump processes using the tools of support theorems. Application to the Kac equation without cutoff ⋮ The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective ⋮ Partial mixing and Edgeworth expansion ⋮ Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps ⋮ Geometric ergodicity of the multivariate COGARCH(1,1) process ⋮ Autosimilar Lévy processes on Lie groups ⋮ Support theorem for Lévy-driven stochastic differential equations ⋮ SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES ⋮ Maximal inequalities and some applications ⋮ Supports for degenerate stochastic differential equations with jumps and applications ⋮ A criterium for the strict positivity of the density of the law of a Poisson process ⋮ On the absolute continuity of Lévy processes with drift ⋮ Periodic homogenization of a Lévy-type process with small jumps ⋮ Support theorem for jump processes of canonical type ⋮ Exponential ergodicity of the solutions to SDE's with a jump noise ⋮ Malliavin calculus approach to statistical inference for Lévy driven SDE's

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