On the approximate solutions of the Stratonovitch equation (Q1389781)

From MaRDI portal
Revision as of 11:30, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On the approximate solutions of the Stratonovitch equation
scientific article

    Statements

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