Support of a marcus equation in dimension 1

Electronic Communications in Probability

Volumn 5, Issue , 2000, Pages 149-157

  Simon, Thomas ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 1942448523     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v5-1028     Document Type: Article

References (15)

1. D. Applebaum and H. Kunita. Levy flows on manifolds and Levy processes on Lie groups. J. Math. Kyoto Univ. 33, pages 1103-1123, 1993.
2. H. Doss. Liens entre equations differentielles stochastiques et ordinaires. Ann. I.H.P. Prob. Stat. XIII, pages 99-125, 1977.
3. 1, A functions of a cadlag process and related calculus. Prepublication de l’Institut Elie Cartan, Nancy, 1999.
4. N. Ikeda and S. Watanabe. Stochastic differential equations and diffusion processes. North-Holland, 1989.
5. J. Jacod and A. N. Shiryaev. Limit theorems for stochastic processes. Springer, 1987.
6. H. Kunita. Stochastic flows with self-similar properties. In Davies (ed.) et al., Stochastic Analysis and applications. Proceedings of the 5th Grenyog symposium, July 9-14, 1995, pages 286-300. World Scientific Publishing, Singapore, 1996.
7. H. Kunita. Canonical stochastic differential equations based on Levy processes and their supports. In Crauel (ed.) et al., Stochastic dynamics. Conference on Random dynamical systems, Bremen, Germany, April 28 - May 2, 1997, pages 283-304. Springer, New York, 1999.
8. H. Kunita and J. P. Oh. Existence of density for canonical differential equations with jumps. Preprint, 1999.
9. T. G. Kurtz, E. Pardoux and Ph. Protter. Stratonovich stochastic differential equations driven by general semimartingales. Ann. I.H.P. Prob. Stat. 31, pages 351-377, 1995.
10. S. I. Marcus. Modeling and analysis of stochastic differential equations driven by point processes. I.E.E.E. Trans. Inf. Theory 24, pages 164-172, 1978.
11. S. I. Marcus. Modeling and approximation of stochastic differential equations driven by semimartingales. Stochastics 4, pages 223-245, 1981.
12. Th. Simon. Support theorem for jump processes. Stochastic Processes and their Applications 89, pages 1-30, 2000.
13. Th. Simon. Sur les petites deviations d’un processus de Levy. To appear in Potential Analysis.
14. Th. Simon. Uber eine nichtlineare Ito-Differentialgleichung. In preparation.
15. D. W. Stroock and S. R. S. Varadhan. On the support of diffusion processes with applications to the strong maximum principle. In Proc. 6th Berkeley Symp. Math. Stat. Prob. III, pages 333-359. Univ. California Press, Berkeley, 1972.