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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In the present paper we continue the study of the properties of the spectra of structures as sets of degrees initiated in [11]. Here we consider the relationships between the spectra and the jump spectra. Our first result is that every jump spectrum is also a spectrum. The main result sounds like a Jump inversion theorem. Namely, we show that if a spectrum A is contained in the set of the jumps...
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ژورنال
عنوان ژورنال: Transactions of the Moscow Mathematical Society
سال: 2011
ISSN: 0077-1554,1547-738X
DOI: 10.1090/s0077-1554-2012-00187-3