Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem (Q5429583): Difference between revisions

Latest revision as of 12:45, 27 June 2024

scientific article; zbMATH DE number 5216863

Language	Label	Description	Also known as
English	Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem	scientific article; zbMATH DE number 5216863

Statements

instance of

scholarly article

0 references

title

Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem (English)

0 references

author

Antoine Lejay

0 references

published in

ESAIM: Probability and Statistics

0 references

publication date

30 November 2007

0 references

full work available at URL

http://www.numdam.org/item?id=PS_2006__10__356_0

0 references

https://eudml.org/doc/245512

0 references

zbMATH Keywords

rough paths

0 references

stochastic differential equations

0 references

stochastic process generated by divergence-form operators

0 references

Dirichlet process

0 references

approximation of trajectories

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q5573634

0 references

Extending the Wong-Zakai theorem to reversible Markov processes

0 references

Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula

0 references

Semi-martingales and rough paths theory

0 references

Stochastic analysis, rough path analysis and fractional Brownian motions.

0 references

On the convergence of Dirichlet processes

0 references

Itô formula for uniformly elliptic diffusions and Dirichlet processes

0 references

Q3911166

0 references

Q3911792

0 references

Dirichlet forms and symmetric Markov processes

0 references

Generalized integration and stochastic ODEs

0 references

A note on the notion of geometric rough paths

0 references

Stochastic area for Brownian motion on the Sierpiński gasket

0 references

Q3992729

0 references

Q3995203

0 references

Q4453255

0 references

A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE.

0 references

Stochastic differential equations driven by processes generated by divergence form operators II: convergence results

0 references

Lévy area of Wiener processes in Banach spaces

0 references

System Control and Rough Paths

0 references

The limits of stochastic integrals of differential forms

0 references

Differential equations driven by rough signals

0 references

On \((p,q)\)-rough paths

0 references

Introduction to the theory of (non-symmetric) Dirichlet forms

0 references

Q4769730

0 references

Stochastic representation of diffusions corresponding to divergence form operators

0 references

On Dirichlet processes associated with second order divergence form operators

0 references

Extended convergence of dirichlet processes

0 references

Q3997782

0 references

Q3796267

0 references

Path-wise solutions of stochastic differential equations driven by Lévy processes

0 references

On the Convergence of Ordinary Integrals to Stochastic Integrals

0 references

Identifiers

zbMATH Open document ID

1181.60085

0 references

DOI

10.1051/ps:2006015

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5429583

@@ Property / OpenAlex ID @@
+W2094550301
@@ Property / OpenAlex ID: W2094550301 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5573634
@@ Property / cites work: Q5573634 / rank @@
+Normal rank
@@ Property / cites work @@
+Extending the Wong-Zakai theorem to reversible Markov processes
+Normal rank
@@ Property / cites work @@
+Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
+Normal rank
@@ Property / cites work @@
+Semi-martingales and rough paths theory
@@ Property / cites work: Semi-martingales and rough paths theory / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
+Normal rank
@@ Property / cites work @@
+On the convergence of Dirichlet processes
@@ Property / cites work: On the convergence of Dirichlet processes / rank @@
+Normal rank
@@ Property / cites work @@
+Itô formula for uniformly elliptic diffusions and Dirichlet processes
+Normal rank
@@ Property / cites work @@
+Q3911166
@@ Property / cites work: Q3911166 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911792
@@ Property / cites work: Q3911792 / rank @@
+Normal rank
@@ Property / cites work @@
+Dirichlet forms and symmetric Markov processes
@@ Property / cites work: Dirichlet forms and symmetric Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized integration and stochastic ODEs
@@ Property / cites work: Generalized integration and stochastic ODEs / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the notion of geometric rough paths
@@ Property / cites work: A note on the notion of geometric rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic area for Brownian motion on the Sierpiński gasket
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995203
@@ Property / cites work: Q3995203 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4453255
@@ Property / cites work: Q4453255 / rank @@
+Normal rank
@@ Property / cites work @@
+A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE.
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations driven by processes generated by divergence form operators II: convergence results
+Normal rank
@@ Property / cites work @@
+Lévy area of Wiener processes in Banach spaces
@@ Property / cites work: Lévy area of Wiener processes in Banach spaces / rank @@
+Normal rank
@@ Property / cites work @@
+System Control and Rough Paths
@@ Property / cites work: System Control and Rough Paths / rank @@
+Normal rank
@@ Property / cites work @@
+The limits of stochastic integrals of differential forms
+Normal rank
@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
+Normal rank
@@ Property / cites work @@
+On \((p,q)\)-rough paths
@@ Property / cites work: On \((p,q)\)-rough paths / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to the theory of (non-symmetric) Dirichlet forms
+Normal rank
@@ Property / cites work @@
+Q4769730
@@ Property / cites work: Q4769730 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic representation of diffusions corresponding to divergence form operators
+Normal rank
@@ Property / cites work @@
+On Dirichlet processes associated with second order divergence form operators
+Normal rank
@@ Property / cites work @@
+Extended convergence of dirichlet processes
@@ Property / cites work: Extended convergence of dirichlet processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3796267
@@ Property / cites work: Q3796267 / rank @@
+Normal rank
@@ Property / cites work @@
+Path-wise solutions of stochastic differential equations driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+On the Convergence of Ordinary Integrals to Stochastic Integrals
+Normal rank