Support theorem for stochastic differential equations with Sobolev coefficients

DOI10.1007/S11118-018-9714-6MaRDI QIDQ2334555zbMATH OpenOpenAlexWikidataFDO

Authors Jie Ren, Jie Xu

Publication date 7 November 2019

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11118-018-9714-6

zbMATH Keywords

DiPerna-Lions theorystochastic differential equationsupport theorem

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

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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Cites work

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Cited in

(11)

• Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
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• scientific article; zbMATH DE number 796437 (Why is no real title available?)
• ON THE SUPPORT THEOREM FOR STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
• A support theorem for stochastic differential equations driven by a fractional Brownian motion
• Support theorem for Lévy-driven stochastic differential equations
• On approximate continuity and the support of reflected stochastic differential equations
• Stochastic differential equations with coefficients in Sobolev spaces

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