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Support of a Marcus equation in Dimension 1


 
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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)
 
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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.
 
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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 PDF
 
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
 
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