Strict positivity of the density for a poisson driven S.D.E

DOI10.1080/17442509908834218zbMath0944.60066OpenAlexW2013992396MaRDI QIDQ4943563

Nicolas Fournier

Publication date: 29 May 2000

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509908834218

zbMATH Keywords

stochastic differential equationsjump processesstochastic calculus of variations

Mathematics Subject Classification ID

Related Items (6)

Strict positivity of the density for simple jump processes using the tools of support theorems. Application to the Kac equation without cutoff ⋮ Cahn-Hilliard stochastic equation: Strict positivity of the density ⋮ Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\) ⋮ On the density of systems of non-linear spatially homogeneous SPDEs ⋮ Exponential ergodicity of an affine two-factor model based on the α-root process ⋮ Invariant measures related with Poisson driven stochastic differential equation.

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