scientific article; zbMATH DE number 2046385

zbMATH Open1042.60035MaRDI QIDQ4451251FDOQ4451251

Authors: Thomas Simon 

Publication date: 23 February 2004

Full work available at URL: http://www.numdam.org/item?id=SPS_2002__36__314_0

Title of this publication is not available (Why is that?)

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zbMATH Keywords

supportLévy processesItô equationsMarcus equations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cited In (5)

• Support theorem for jump processes of canonical type
• Exponential ergodicity of the solutions to SDE's with a jump noise
• Support theorem for jump processes.
• Support theorem for Lévy-driven stochastic differential equations
• Support of a Marcus equation in dimension \(1\)

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