Support theorem for diffusion processes on Hilbert spaces

DOI10.2977/prims/1195170570zbMath0721.60064OpenAlexW1991693786MaRDI QIDQ2641005

Shigeki Aida

Publication date: 1990

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195170570

zbMATH Keywords

support theoremdiffusion processHilbert-Schmidt operatorStratonovich correction term

Mathematics Subject Classification ID

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

Related Items (7)

Unnamed Item ⋮ Stochastic hyperbolic systems, small perturbations and pathwise approximation ⋮ Wong–Zakai approximations with convergence rate for stochastic partial differential equations ⋮ Support of solutions of stochastic differential equations in exponential Besov–Orlicz spaces ⋮ Support characterization for regular path-dependent stochastic Volterra integral equations ⋮ On the support of solutions to stochastic differential equations with path-dependent coefficients ⋮ Stroock-Varadhan support theorem for random evolution equation in Besov-Orlicz spaces

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