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- W3091465394 abstract "In the paper, we are concerned with degenerate stochastic differential equations with jumps. We first establish two theorems about supports for the solution laws of the degenerate stochastic differential equations, under different (sufficient) conditions. We then apply one of our results to a class of degenerate stochastic evolution equations (that is, stochastic differential equations in infinite dimensions) with jumps to obtain a characterisation of path-independence for the densities of their Girsanov transformations." @default.
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- W3091465394 date "2021-10-01" @default.
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- W3091465394 title "Supports for degenerate stochastic differential equations with jumps and applications" @default.
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- W3091465394 doi "https://doi.org/10.1016/j.spl.2021.109176" @default.
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