Support of a Marcus equation in Dimension 1
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | Support of a Marcus equation in Dimension 1 |
2. | Creator | Author's name, affiliation, country | Thomas Simon; Humboldt-Universitat zu Berlin |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | |
4. | Description | Abstract | The purpose of this note is to give a support theorem in the Skorohod space for a one-dimensional Marcus differential equation driven by a Lévy process, without any assumption on the latter. We also give a criterion ensuring that the support of the equation is the whole Skorohod space. This improves, in dimension 1, a result of H. Kunita. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | |
7. | Date | (YYYY-MM-DD) | 2000-09-07 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1028 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v5-1028 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 5 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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