Support Theorem for Lévy-driven Stochastic Differential Equations
نویسندگان
چکیده
Abstract We provide a support theorem for the law of solution to stochastic differential equation (SDE) with jump noise. This applies quite general Lévy-driven SDEs and is illustrated by examples rather degenerate noises, where leads an informative description support.
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ژورنال
عنوان ژورنال: Journal of Theoretical Probability
سال: 2022
ISSN: ['1572-9230', '0894-9840']
DOI: https://doi.org/10.1007/s10959-022-01223-8