Approximation and support theorems in modulus spaces

DOI10.1007/BF01202782MaRDI QIDQ1804991zbMATH OpenOpenAlexFDO

Authors István Gyöngy, David Nualart, Marta Sanz-Solé

Publication date 11 September 1995

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01202782

zbMATH Keywords

approximation theoremsstochastic differential equationsStroock- Varadhan support theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 503478 (Why is no real title available?)
• scientific article; zbMATH DE number 679781 (Why is no real title available?)
• scientific article; zbMATH DE number 224201 (Why is no real title available?)
• scientific article; zbMATH DE number 3403582 (Why is no real title available?)
• Hölder norms and the support theorem for diffusions
• Mouvement brownien et espaces de besov
• On stochastic equations with respect to semimartingales I.^†
• On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
• Stochastic evolution equations
• The stability of stochastic partial differential equations and applications i

Cited in

(14)

• On the approximate solutions of the Stratonovitch equation
• Existence of strong solutions for Itô's stochastic equations via approximations
• Existence of strong solutions for Itô's stochastic equations via approximations: revisited
• Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching
• Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm: the non-stationary case
• A Wong-Zakai approximation for random invariant manifolds
• Wong-Zakai approximations with convergence rate for stochastic partial differential equations
• Support of solutions of stochastic differential equations in exponential Besov-Orlicz spaces
• Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm
• A support theorem for \(3d\)-stochastic wave equations in Hölder norm with some general noises
• SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES
• Approximation for random stable manifolds under multiplicative correlated noises
• On the Onsager-Machlup functional for the Brownian motion on the Heisenberg group
• On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem

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