Support theorem for jump processes
نویسنده
چکیده
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 Published by Elsevier Science B.V. MSC: 60H10; 60J25
منابع مشابه
Limit theorems for vertex-reinforced jump processes on regular trees
Consider a vertex-reinforced jump process defined on a regular tree, where each vertex has exactly b children, with b ≥ 3. We prove the strong law of large numbers and the central limit theorem for the distance of the process from the root. Notice that it is still unknown if vertexreinforced jump process is transient on the binary tree.
متن کاملMarkov chain approximations for symmetric jump processes
Markov chain approximations of symmetric jump processes are investigated. Tightness results and a central limit theorem are established. Moreover, given the generator of a symmetric jump process with state space Rd the approximating Markov chains are constructed explicitly. As a byproduct we obtain a definition of the Sobolev space Hα/2(Rd), α ∈ (0, 2), that is equivalent to the standard one.
متن کاملBishop-Phelps type Theorem for Normed Cones
In this paper the notion of support points of convex sets in normed cones is introduced and it is shown that in a continuous normed cone, under the appropriate conditions, the set of support points of a bounded Scott-closed convex set is nonempty. We also present a Bishop-Phelps type Theorem for normed cones.
متن کاملرابطه گشتاور نسبی ایزوکینتیک مفاصل ران، زانو و مچ پا با ارتفاع پرش با پای راهنما در مردان جوان
Objective: The aim of this study was to investigate the relationship between isokinetic relative torques of hip, knee and ankle joints and the height of guide leg jump in young men. Methods: 27 college male athletes with mean age of 25±3.5 years, height 178.5±7.8 cm and weight of 75.7±10.7 kg voluntarily participated in this study. Isokinetic torque of hip, knee and ankl...
متن کاملOn the Gallavotti-Cohen symmetry and the fluctuation theorem for stochastic processes
We directly extend Kurchans’ work on the fluctuation theorem to general finite state space Markov jump processes and general Langevin dynamics. All systems are treated in a unified manner and we show that this directly reproduces (and corrects) the results of Lebowitz and Spohn in the Langevin case. For the jump process the quantity, for which the fluctuation theorem holds, is different from th...
متن کامل