Support theorem for processes with jumps;Théorème de support pour processus à sauts

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 328, Issue 11, 1999, Pages 1075-1080

  Simon, Thomas ^a  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033147984     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(99)80327-9     Document Type: Article

References (5)

1. [1] Ikeda N., Watanabe S., Stochastic differential equations and diffusion processes, North-Holland, 1989.
2. [2] Picard J., Savona C, Smoothness of harmonic functions for processes with jumps, prépublication, 1999.
3. [3] Simon Th., Support theorem for jump processes, prépublication, 1999.
4. [4] Simon Th., Sur les petites déviations d'un processus de Lévy, prépublication, 1999.
5. [5] Stroock D.W., Varadhan S.R.S., On the support of diffusion processes with applications to the strong maximum principle, in: Proc. 6th Berkeley Symp. Math. Statis. Probab., III, Univ. California Press, 1972, pp. 333-359.