scientific article; zbMATH DE number 2046385

MaRDI QIDQ4451251zbMATH OpenFDO

Authors Thomas Simon

Publication date 23 February 2004

Full work available at URL http://www.numdam.org/item?id=SPS_2002__36__314_0, https://eudml.org/doc/114094

zbMATH Keywords

Itô equationsLévy processesMarcus equationssupport

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 5942329
• Théorème de support pour processus à sauts
• Supports for degenerate stochastic differential equations with jumps and applications
• Support theorem for jump processes of canonical type
• On Strong Solutions of Itô Stochastic Equations with Jumps
• Support of the solution of a stochastic differential equation
• scientific article; zbMATH DE number 4011580
• scientific article; zbMATH DE number 796437
• The order 1 approximation for solutions of Itô-type stochastic differential equations with jumps
• The support of the solution to a hyperbolic SPDE

Cited in

(5)

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4451251)