A generalized integral fluctuation theorem for general jump processes
نویسندگان
چکیده
منابع مشابه
Support theorem for jump processes
Let X be the solution of an Itô di erential equation with jumps over R. Under some auxiliary assumptions on the parameters of the equation, we characterize the support of the law of X in the Skorohod space D as the closure of the set of solutions to piecewise ordinary di erential equations. This gives an analogue in the Poisson space to the classical Stroock–Varadhan support theorem. c © 2000 P...
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ژورنال
عنوان ژورنال: Journal of Physics A: Mathematical and Theoretical
سال: 2009
ISSN: 1751-8113,1751-8121
DOI: 10.1088/1751-8113/42/33/332003