Support theorem for jump processes
Support theorem for jump processes
复制标题
跳跃过程的支持定理
DOI：
10.1016/s0304-4149(00)00008-9
复制
发表时间：
2000
影响因子：
1.4
通讯作者：
T. Simon
中科院分区：
文献类型：
--
作者：
T. Simon
设X是一类跳过Rd的方程的解。在对方程参数作了一些辅助假设的情况下，我们将Skorohod空间D中X定律的支撑性刻画为分片常微分方程解的闭包。这给出了泊松空间中与经典的Stroock-Varadhan支持定理类似的结果。
Let X be the solution of an Itô differential equation with jumps over Rd. Under some auxiliary assumptions on the parameters of the equation, we characterize the support of the law of X in the Skorohod space D as the closure of the set of solutions to piecewise ordinary differential equations. This gives an analogue in the Poisson space to the classical Stroock–Varadhan support theorem.