On the approximate solutions of the Stratonovitch equation

DOI10.1214/EJP.V3-29MaRDI QIDQ1389781zbMATH OpenOpenAlexFDO

Authors 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, http://www.emis.de/journals/EJP-ECP/EjpVol3/paper7.abs.html

zbMATH Keywords

approximationconvergencediffusion processfractional Liouville-valued Sobolev spaceKolmogorov lemmaMalliavin calculusquasi-sure analysisstochastic differential equationsStratonovitch equationsupport theorem for capacityWiener space

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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