메뉴 건너뛰기




Volumn 89, Issue 1, 2000, Pages 1-30

Support theorem for jump processes

Author keywords

60H10; 60J25; L vy measure; Markov property; Support theorem

Indexed keywords


EID: 0005419825     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00008-9     Document Type: Article
Times cited : (29)

References (22)
  • 3
    • 0002124082 scopus 로고
    • Liens entre équations différentielles stochastiques et ordinaires
    • Doss H. Liens entre équations différentielles stochastiques et ordinaires. Ann. Inst. H. Poincaré Probab. Statist. 13:1977;99-125.
    • (1977) Ann. Inst. H. Poincaré Probab. Statist. , vol.13 , pp. 99-125
    • Doss, H.1
  • 4
    • 24244435695 scopus 로고
    • On the support of the solutions of stochastic differential equations
    • Gyöngy I. On the support of the solutions of stochastic differential equations. Theor. Probab. Appl. 39:1994;519-523.
    • (1994) Theor. Probab. Appl. , vol.39 , pp. 519-523
    • Gyöngy, I.1
  • 5
    • 0009114661 scopus 로고
    • Continuité approximative de certaines fonctionnelles sur l'espace de Wiener
    • Hargé G. Continuité approximative de certaines fonctionnelles sur l'espace de Wiener. J. Math. Pures Appl. 74:1995;59-93.
    • (1995) J. Math. Pures Appl. , vol.74 , pp. 59-93
    • Hargé, G.1
  • 8
    • 0009596551 scopus 로고
    • On the representation of solutions of stochastic differential equations
    • Springer, Berlin
    • Kunita, H., 1980. On the representation of solutions of stochastic differential equations. In Séminaire de probabilités XIV, Lecture Notes in Mathematics, Vol. 784. Springer, Berlin, pp. 282-304.
    • (1980) In Séminaire de Probabilités XIV, Lecture Notes in Mathematics , vol.784 , pp. 282-304
    • Kunita, H.1
  • 9
    • 0042106764 scopus 로고
    • Stochastic flows with self-similar properties
    • In: Davies (Ed.), Proceedings of the Fifth Grenyog Symposium, World Scientific Publishing, Singapore
    • Kunita, H., 1996. Stochastic flows with self-similar properties. In: Davies (Ed.), Stochastic Analysis and Applications, Proceedings of the Fifth Grenyog Symposium, 1995. World Scientific Publishing, Singapore, pp. 286-300.
    • (1995) Stochastic Analysis and Applications , pp. 286-300
    • Kunita, H.1
  • 10
    • 0000005137 scopus 로고
    • Stratonovich stochastic differential equations driven by general semimartingales
    • Kurtz T.G., Pardoux E., Protter Ph. Stratonovich stochastic differential equations driven by general semimartingales. Ann. Inst. H. Poincaré Probab. Statist. 31:1995;351-377.
    • (1995) Ann. Inst. H. Poincaré Probab. Statist. , vol.31 , pp. 351-377
    • Kurtz, T.G.1    Pardoux, E.2    Protter, Ph.3
  • 12
    • 0002756444 scopus 로고
    • Strange behaviour of the heat kernel on the diagonal.
    • S. Albeverio. Singapore: World Scientific Publishing
    • Léandre R. Strange behaviour of the heat kernel on the diagonal. Albeverio S. Stochastic Processes, Physics and Geometry, Ascona 1988. 1990;516-528 World Scientific Publishing, Singapore.
    • (1990) Stochastic Processes, Physics and Geometry, Ascona 1988. , pp. 516-528
    • Léandre, R.1
  • 13
    • 34250104054 scopus 로고
    • Support of the solution of a stochastic differential equation
    • Mackevičius V. Support of the solution of a stochastic differential equation. Lith. Math. J. 26:1986;91-98.
    • (1986) Lith. Math. J. , vol.26 , pp. 91-98
    • Mackevičius, V.1
  • 14
    • 0017944564 scopus 로고
    • Modelling and analysis of stochastic differential equations driven by point processes
    • Marcus S. Modelling and analysis of stochastic differential equations driven by point processes. IEEE Trans. Inform. Theory. 24:1978;164-172.
    • (1978) IEEE Trans. Inform. Theory , vol.24 , pp. 164-172
    • Marcus, S.1
  • 15
    • 0013198016 scopus 로고
    • A simple proof of the support theorem for diffusion processes. In Séminaire de probabilités XXVIII
    • Springer, Berlin
    • Millet, A., Sanz-Solé, M., 1994. A simple proof of the support theorem for diffusion processes. In Séminaire de probabilités XXVIII, Lecture Notes in Mathematics, Vol. 1583, Springer, Berlin, pp. 36-48.
    • (1994) Lecture Notes in Mathematics , vol.1583 , pp. 36-48
    • Millet, A.1    Sanz-Solé, M.2
  • 16
    • 84996133686 scopus 로고    scopus 로고
    • Density in small time for Lévy processes
    • Picard J. Density in small time for Lévy processes. ESAIM, Probab. Statist. 1:1997;357-389.
    • (1997) ESAIM, Probab. Statist. , vol.1 , pp. 357-389
    • Picard, J.1
  • 18
    • 85037501514 scopus 로고    scopus 로고
    • Sur les petites déviations d'un processus de Lévy
    • to appear
    • Simon, Th., 2000. Sur les petites déviations d'un processus de Lévy. In Potential Anal., to appear.
    • (2000) In Potential Anal.
    • Simon, Th.1
  • 19
    • 85037504813 scopus 로고    scopus 로고
    • Thèse de Doctorat de l'Université d'Évry-Val d'Essonne
    • Simon, Th., 1999a. Thèse de Doctorat de l'Université d'Évry-Val d'Essonne.
    • (1999)
    • Simon, Th.1
  • 20
    • 0033147984 scopus 로고    scopus 로고
    • Théorème de support pour processus à sauts
    • Simon Th. Théorème de support pour processus à sauts. C. R. Acad. Sci. Paris. 328:1999;1075-1080.
    • (1999) C. R. Acad. Sci. Paris , vol.328 , pp. 1075-1080
    • Simon, Th.1
  • 21
    • 0000395295 scopus 로고
    • On the support of diffusion processes with applications to the strong maximum principle
    • Univ. California Press, Berkeley
    • Stroock, D.W., Varadhan, S.R.S., 1972. On the support of diffusion processes with applications to the strong maximum principle. In Proceedings of Sixth Berkeley Symposium on Math. Stat. Probability, Vol. III. Univ. California Press, Berkeley, pp. 333-359.
    • (1972) In Proceedings of Sixth Berkeley Symposium on Math. Stat. Probability , vol.3 , pp. 333-359
    • Stroock, D.W.1    Varadhan, S.R.S.2
  • 22
    • 0002801174 scopus 로고
    • On the gap between stochastic and deterministic differential equations
    • Sussmann H. On the gap between stochastic and deterministic differential equations. Ann. Probab. 6:1978;19-41.
    • (1978) Ann. Probab. , vol.6 , pp. 19-41
    • Sussmann, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.