scientific article; zbMATH DE number 1341829

MaRDI QIDQ4263379zbMATH OpenFDO

Authors Hiroshi Kunita

Publication date 14 June 2000

zbMATH Keywords

canonical integralLévy processstochastic differential equationsupport of distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Support theorem for Lévy-driven stochastic differential equations
• Théorème de support pour processus à sauts
• Support theorem for jump processes of canonical type

Cited in

(5)

• Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I
• Support theorem for jump processes of canonical type
• Support theorem for Lévy-driven stochastic differential equations
• Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs
• Canonical Lévy process and Malliavin calculus

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