Support theorem for stochastic differential equations with Sobolev coefficients (Q2334555)
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English | Support theorem for stochastic differential equations with Sobolev coefficients |
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Support theorem for stochastic differential equations with Sobolev coefficients (English)
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7 November 2019
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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.
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stochastic differential equation
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support theorem
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DiPerna-Lions theory
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