Support theorem for L\'evy driven SDEs

Alexei Kulik

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arXiv · 2112.11106

Support theorem for L\'evy driven SDEs

Alexei Kulik

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Abstract

We provide a support theorem for the law of the solution to an SDE with jump noise. This theorem applies to general SDEs with jumps and is illustrated by examples of SDEs with quite degenerate jump noises where the theorem leads to an informative description of the support.

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Alexei Kulik. 2021-12-21. Support theorem for L\'evy driven SDEs. https://arxiv.org/abs/2112.11106

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