Small deviations in p-variation norm for multidimensional Levy processes
| dc.creator | Simon, T. | |
| dc.date | 2003-05-31 | |
| dc.date.accessioned | 2026-07-07T04:58:27Z | |
| dc.date.available | 2026-07-07T04:58:27Z | |
| dc.description | Let Z be an Rd-valued Levy process with strong finite p-variation for some p<2. We prove that the ''decompensated'' process Y obtained from Z by annihilating its generalized drift has a small deviations property in p-variation. This property means that the null function belongs to the support of the law of Y with respect to the p-variation distance. Thanks to the continuity results of T. J. Lyons/D. R. E. Williams, this allows us to prove a support theorem with respect to the p-Skorohod distance for canonical SDE driven by Z without any assumption on Z, improving the results of H. Kunita. We also give a criterion ensuring the small deviation property for Z itself, noticing that the characterization under the uniform distance, which we had obtained in a previous paper, no more holds under the p-variation distance. | |
| dc.description | 36 pages. Revised version to appear in the Journal of Mathematics of Kyoto University | |
| dc.identifier | https://arxiv.org/abs/math/0306014 | |
| dc.identifier | http://arxiv.org/abs/math/0306014 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/67642 | |
| dc.subject | Probability | |
| dc.subject | 60G51; 60H10 | |
| dc.title | Small deviations in p-variation norm for multidimensional Levy processes | |
| dc.type | text |