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- W2896673521 abstract "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." @default.
- W2896673521 created "2018-10-26" @default.
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- W2896673521 date "2018-10-10" @default.
- W2896673521 modified "2023-09-23" @default.
- W2896673521 title "Support theorems for degenerate stochastic differential equations with jumps and applications" @default.
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- W2896673521 hasPublicationYear "2018" @default.
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