scientific article; zbMATH DE number 2046385

zbMath1042.60035MaRDI QIDQ4451251

Thomas Simon

Publication date: 23 February 2004

Full work available at URL: http://www.numdam.org/item?id=SPS_2002__36__314_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lévy processessupportItô equationsMarcus equations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Related Items (2)

Support theorem for Lévy-driven stochastic differential equations ⋮ Exponential ergodicity of the solutions to SDE's with a jump noise

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