Support of a Marcus equation in dimension \(1\)

DOI10.1214/ECP.v5-1028zbMath0966.60051MaRDI QIDQ1583633

Thomas Simon

Publication date: 14 December 2000

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/121153

zbMATH Keywords

support theoremLevy processSkorohod spacestochastic differential Marcus equation

Mathematics Subject Classification ID

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

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