Weak irreducibility of stochastic delay differential equation driven by pure jump noise

Hao Yang; Jian Wang

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arXiv · 2509.01519

Weak irreducibility of stochastic delay differential equation driven by pure jump noise

Hao Yang·Jian Wang

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Abstract

In this paper, we study the weak irreducibility of stochastic delay differential equations(SDDEs) driven by pure jump noise. The main contribution of this paper is to provide a concise proof of weak irreducibility, releasing condition (A1-3) in Assumption 2.1 from the literature \cite{WYZZ1}. As an application, we derive the weak irreducibility of SDDEs with weakly dissipative coefficients. An important novelty of this paper is to allow the driving noises to be degenerate. This closes the gap of the irreducibility of SDDEs driven by pure jump noise.

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Hao Yang, Jian Wang. 2025-09-01. Weak irreducibility of stochastic delay differential equation driven by pure jump noise. https://arxiv.org/abs/2509.01519

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