On the approximate solutions of the Stratonovitch equation (Q1389781): Difference between revisions

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On the approximate solutions of the Stratonovitch equation
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    On the approximate solutions of the Stratonovitch equation (English)
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    5 July 1998
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    stochastic differential equations
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    Stratonovitch equation
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    approximation
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    convergence
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    Kolmogorov lemma
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    quasi-sure analysis
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    fractional Liouville-valued Sobolev space
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    Wiener space
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    support theorem for capacity
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    Malliavin calculus
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    diffusion process
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