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Paper detail

Support theorems for degenerate stochastic differential equations with jumps and applications

In the paper, we are concerned with degenerate stochastic differential equations with jumps. Firstly, we establish two support theorems for the solutions of the degenerate stochastic equations, under different (sufficient) conditions. Secondly, we apply one of our support theorems to a class of degenerate stochastic evolution equations (i.e., infinite-dimensional stochastic differential equations) with jumps to get a characterisation of path-independence for the densities of their Girsanov transformations.

preprint2020arXivOpen access
Huijie QiaoJiang-Lun Wu
math.PR
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Huijie QiaoJiang-Lun Wu

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