Genericity in deterministic and stochastic differential equations
The following equations are considered: \[ X^f(t)= 0,\quad t\leq 0,\quad\text{and}\quad X^f(t)= \int^t_0 f(s, X^f(s)) ds,\quad t> 0,\tag{E\(^f\)} \] and \[ X^\sigma(t)= 0,\quad t\leq 0,\quad\text{and}\quad X^\sigma(t)= \int^t_0 \sigma(s, X^\sigma(s)) dB(s),\quad t> 0.\tag{E\(^\sigma\)} \] It is proved that for equation \((\text{E}^f)\) (respectively \((\text{E}^\sigma)\)) convergence of the approximations with time delay is generic (i.e., the set of functions \(f\) or \(\sigma\) such that the approximations with time delay converge to some \(\widetilde X\) satisfying \((\text{E}^f)\) or \((\text{E}^\sigma)\) is residual). The approximation with time delay is used to obtain existence of weak solution of \((\text{E}^\sigma)\). It is also established that pathwise uniqueness of the solution of \((\text{E}^\sigma)\) implies \(L^2\)-convergence of delayed processes to unique solution of \((\text{E}^\sigma)\). For the entire collection see [Zbl 0960.00020].
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