Support theorem for Lévy-driven stochastic differential equations

DOI10.1007/s10959-022-01223-8zbMath1517.60063OpenAlexW4313324620MaRDI QIDQ6111889

Oleksii Kulyk

Publication date: 4 August 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-022-01223-8

zbMATH Keywords

stochastic differential equationstrong maximum principleLévy noisetopological irreducibilitytopological support

Mathematics Subject Classification ID

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

Cites Work

• Structural properties of semilinear SPDEs driven by cylindrical stable processes
• Asymptotic coupling and a general form of Harris' theorem with applications to stochastic delay equations
• Exponential ergodicity of the solutions to SDE's with a jump noise
• On the small deviations of a Lévy process
• Support theorem for jump processes.
• Small deviations in \(p\)-variation for multidimensional Lévy processes
• Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
• Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes
• Support theorem for jump processes of canonical type
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