Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations

DOI10.1016/S0304-4149(97)00024-0zbMATH Open0911.60039OpenAlexW1989655535MaRDI QIDQ1275924FDOQ1275924

Thomas Skov Knudsen

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00024-0

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zbMATH Keywords

stochastic differential equationspathwise continuity

Mathematics Subject Classification ID

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

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Cited In (5)

• Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus
• Propriété d'absolue continuité pour les équations différentielles stochastiques dépendant du passé. (Absolute continuity property for stochastic differential equations depending on the past)
• The Continuity of SDE With Respect to Initial Value in the Total Variation
• Title not available (Why is that?)
• Continuity and Gaussian two-sided bounds of the density functions of the solutions to path-dependent stochastic differential equations via perturbation

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