On the support of solutions to stochastic differential equations with path-dependent coefficients (Q2309580)
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scientific article; zbMATH DE number 7184312
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| English | On the support of solutions to stochastic differential equations with path-dependent coefficients |
scientific article; zbMATH DE number 7184312 |
Statements
On the support of solutions to stochastic differential equations with path-dependent coefficients (English)
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1 April 2020
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support theorem
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stochastic differential equation
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functional equation
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semimartingale
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Wiener space
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functional Itô calculus
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0.8355483412742615
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0.782059371471405
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0.7768561840057373
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0.7745636105537415
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