We present a general technique to prove that a Markov process on a polish space E has continuous respectively càdlàg paths P x -a.s. for all x ∈ E provided this is the case under P μ := ∫ P x μ ( dx ) where μ is a measure with full support. As an application we consider the following SDE: d X t = σ ( X t ) d W t + b ( X t ) d t , for which we get a weak solution for every initial condition merely under very weak integrability conditions on σ and b.
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Requires Authentication UnlicensedFeller-type properties and path regularities of Markov processesLicensedJuly 27, 2005
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Requires Authentication UnlicensedEquivalent expressions for norms in classical Lorentz spacesLicensedJuly 27, 2005
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Requires Authentication UnlicensedModular arithmetic of free subgroupsLicensedJuly 27, 2005
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Requires Authentication UnlicensedComplete polynomial vector fields in two complex variablesLicensedJuly 27, 2005
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Requires Authentication Unlicensed3-dimensional Bol loops as sections in non-solvable Lie groupsLicensedJuly 27, 2005
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Requires Authentication UnlicensedSharp conditions for weighted Sobolev interpolation inequalitiesLicensedJuly 27, 2005
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Requires Authentication UnlicensedFixed points of pro-tori in cohomology spheresLicensedJuly 27, 2005
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Requires Authentication UnlicensedWeighted Selberg orthogonality and uniqueness of factorization of automorphic L-functionsLicensedJuly 27, 2005
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Requires Authentication UnlicensedA locally finite dense group acting on the random graphLicensedJuly 27, 2005