Support of a Marcus equation in Dimension 1
Thomas Simon, Humboldt-Universitat zu Berlin
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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