Weak irreducibility of stochastic delay differential equation driven by pure jump noise
Hao Yang, Jian Wang
Published: 2025/9/1
Abstract
In this paper, we study the weak irreducibility of stochastic delay differential equations(SDDEs) driven by pure jump noise. The main contribution of this paper is to provide a concise proof of weak irreducibility, releasing condition (A1-3) in Assumption 2.1 from the literature \cite{WYZZ1}. As an application, we derive the weak irreducibility of SDDEs with weakly dissipative coefficients. An important novelty of this paper is to allow the driving noises to be degenerate. This closes the gap of the irreducibility of SDDEs driven by pure jump noise.