The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  • Applebaum, David; Kunita, Hiroshi. Lévy flows on manifolds and Lévy processes on Lie groups. J. Math. Kyoto Univ. 33 (1993), no. 4, 1103--1123. MR1251218
  • Doss, Halim. Liens entre équations différentielles stochastiques et ordinaires. (French) Ann. Inst. H. Poincaré Sect. B (N.S.) 13 (1977), no. 2, 99--125. MR0451404
  • M. Errami, F. Russo and P. Vallois. Itô formula for CC^1,λ functions of a càdlàg process and related calculus. Prépublication de l'Institut Élie Cartan, Nancy, 1999.
  • Ikeda, Nobuyuki; Watanabe, Shinzo. Stochastic differential equations and diffusion processes. Second edition. North-Holland Mathematical Library, 24. North-Holland Publishing Co., Amsterdam; Kodansha, Ltd., Tokyo, 1989. xvi+555 pp. ISBN: 0-444-87378-3 MR1011252
  • Jacod, Jean; Shiryaev, Albert N. Limit theorems for stochastic processes. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], 288. Springer-Verlag, Berlin, 1987. xviii+601 pp. ISBN: 3-540-17882-1 MR0959133
  • Kunita, Hiroshi. Stochastic flows with self-similar properties. Stochastic analysis and applications (Powys, 1995), 286--300, World Sci. Publ., River Edge, NJ, 1996. MR1453139
  • Kunita, Hiroshi. Canonical stochastic differential equations based on Lévy processes and their supports. Stochastic dynamics (Bremen, 1997), 283--304, Springer, New York, 1999. MR1678491
  • H. Kunita and J. P. Oh. Existence of density for canonical differential equations with jumps. Preprint, 1999.
  • Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip. Stratonovich stochastic differential equations driven by general semimartingales. Ann. Inst. H. Poincaré Probab. Statist. 31 (1995), no. 2, 351--377. MR1324812
  • Marcus, Steven I. Modeling and analysis of stochastic differential equations driven by point processes. IEEE Trans. Inform. Theory 24 (1978), no. 2, 164--172. MR0487784
  • Marcus, Steven I. Modeling and approximation of stochastic differential equations driven by semimartingales. Stochastics 4 (1980/81), no. 3, 223--245. MR0605630
  • Simon, Thomas. Support theorem for jump processes. Stochastic Process. Appl. 89 (2000), no. 1, 1--30. MR1775224
  • Th. Simon. Sur les petites déviations d'un processus de Lévy. To appear in Potential Analysis.
  • Th. Simon. Über eine nichtlineare Itô-Differentialgleichung. In preparation.
  • Stroock, Daniel W.; Varadhan, S. R. S. On the support of diffusion processes with applications to the strong maximum principle. Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. III: Probability theory, pp. 333--359. Univ. California Press, Berkeley, Calif., 1972. MR0400425
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.