Support theorem for jump processes.
From MaRDI portal
Publication:1877520
DOI10.1016/S0304-4149(00)00008-9zbMath1045.60063MaRDI QIDQ1877520
Publication date: 7 September 2004
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Régularité de processus du sauts dégénérés
- Support of the solution of a stochastic differential equation
- On the gap between deterministic and stochastic ordinary differential equations
- Hölder norms and the support theorem for diffusions
- Stratonovich stochastic differential equations driven by general semimartingales
- Smoothness of harmonic functions for processes with jumps.
- Approximate continuity of certain functionals on Wiener space
- Modeling and analysis of stochastic differential equations driven by point processes
- Théorème de support pour processus à sauts
- Density in small time for Lévy processes