Support theorem for stochastic differential equations with Sobolev coefficients (Q2334555)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7127782
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Support theorem for stochastic differential equations with Sobolev coefficients |
scientific article; zbMATH DE number 7127782 |
Statements
Support theorem for stochastic differential equations with Sobolev coefficients (English)
0 references
7 November 2019
0 references
The support theorem for stochastic differential equations (SDEs for short) has been intensively studied in the past decades. The continuity of the coefficients is always assumed to derive the support theorem for solutions of SDEs in the previous literature. In this paper, the authors prove a support theorem for SDEs with Sobolev coefficients in the framework of DiPerna-Lions theory.
0 references
stochastic differential equation
0 references
support theorem
0 references
DiPerna-Lions theory
0 references
0 references
0 references
0 references
0.8355483412742615
0 references
0.8086273670196533
0 references
0.8045668601989746
0 references
0.7978134155273438
0 references
