Support theorem for jump processes of canonical type
From MaRDI portal
Publication:5950736
DOI10.3792/pjaa.77.79zbMath0983.60079OpenAlexW2004707966MaRDI QIDQ5950736
Publication date: 13 December 2001
Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3792/pjaa.77.79
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Partial mixing and Edgeworth expansion ⋮ Support theorem for Lévy-driven stochastic differential equations ⋮ A criterium for the strict positivity of the density of the law of a Poisson process ⋮ Support theorem for jump processes of canonical type
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stratonovich stochastic differential equations driven by general semimartingales
- Density in small time at accessible points for jump processes
- Support of a Marcus equation in dimension \(1\)
- Support theorem for jump processes.
- On the existence of smooth densities for jump processes
- EXISTENCE OF THE DENSITY FOR A SINGULAR JUMP PROCESS AND ITS SHORT TIME PROPERTIES
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- Théorème de support pour processus à sauts
- CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS
- Support theorem for jump processes of canonical type
This page was built for publication: Support theorem for jump processes of canonical type
