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

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scientific article; zbMATH DE number 5216863

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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

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title

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

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zbMATH Open document ID

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ESAIM: Probability and Statistics

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publication date

30 November 2007

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full work available at URL

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

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https://eudml.org/doc/245512

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Mathematics Subject Classification ID

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rough paths

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stochastic differential equations

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stochastic process generated by divergence-form operators

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Dirichlet process

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approximation of trajectories

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MaRDI profile type

MaRDI publication profile

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Extending the Wong-Zakai theorem to reversible Markov processes

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

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Semi-martingales and rough paths theory

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Stochastic analysis, rough path analysis and fractional Brownian motions.

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On the convergence of Dirichlet processes

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Itô formula for uniformly elliptic diffusions and Dirichlet processes

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Q3911166

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Q3911792

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Dirichlet forms and symmetric Markov processes

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Generalized integration and stochastic ODEs

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A note on the notion of geometric rough paths

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Stochastic area for Brownian motion on the Sierpiński gasket

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Q3992729

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Q3995203

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Q4453255

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

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

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Lévy area of Wiener processes in Banach spaces

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System Control and Rough Paths

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The limits of stochastic integrals of differential forms

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Differential equations driven by rough signals

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

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

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Q4769730

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Stochastic representation of diffusions corresponding to divergence form operators

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On Dirichlet processes associated with second order divergence form operators

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Extended convergence of dirichlet processes

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Q3997782

0 references

Q3796267

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

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On the Convergence of Ordinary Integrals to Stochastic Integrals

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Sitelinks

Mathematics(1 entry)

mardi Publication:5429583

@@ 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