Strict positivity of the density for simple jump processes using the tools of support theorems. Application to the Kac equation without cutoff

DOI10.1214/AOP/1020107763MaRDI QIDQ1872254zbMATH OpenOpenAlexFDO

Authors Nicolas Fournier

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1020107763

zbMATH Keywords

jump processesKac equationMalliavin calculussupport theorem

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

The author establishes a support theorem for a nonlinear jump process having an infinite number of jumps. By using tools of Malliavin calculus for jump processes, he gets a lower bound of the law of the solution of a Kac equation by measure having a strictly positive density with respect to the Lebesgue measure.

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Cites work

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Cited in

(5)

• Strict positivity of a solution to a one-dimensional Kac equation without cutoff
• Supports for degenerate stochastic differential equations with jumps and applications
• Global solution for the spatially inhomogeneous non-cutoff Kac equation
• Quantitative Lower Bounds for the Full Boltzmann Equation, Part I: Periodic Boundary Conditions
• A criterium for the strict positivity of the density of the law of a Poisson process

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