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 Electronic Communications in Probability > Vol. 5 (2000) > Paper 16 open journal systems 


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.


Full text: PDF

Pages: 149-157

Published on: September 7, 2000
Bibliography
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Electronic Communications in Probability. ISSN: 1083-589X