On the approximate solutions of the Stratonovitch equation
DOI10.1214/EJP.v3-29zbMath0901.60028OpenAlexW1993401739MaRDI QIDQ1389781
Denis Feyel, Arnaud De La Pradelle
Publication date: 5 July 1998
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/119625
convergenceMalliavin calculusstochastic differential equationsapproximationdiffusion processWiener spacequasi-sure analysisKolmogorov lemmafractional Liouville-valued Sobolev spaceStratonovitch equationsupport theorem for capacity
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07)
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