Support of a Marcus equation in dimension 1

DOI10.1214/ECP.V5-1028MaRDI QIDQ1583633zbMATH OpenFDO

Authors Thomas Simon

Publication date 14 December 2000

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/121153, http://www.emis.de/journals/EJP-ECP/EcpVol5/paper16.abs.html

zbMATH Keywords

Levy processSkorohod spacestochastic differential Marcus equationsupport theorem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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(2)

• Partial mixing and Edgeworth expansion
• Support theorem for jump processes of canonical type

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