scientific article; zbMATH DE number 4161806

MaRDI QIDQ3488968zbMATH OpenFDO

Authors Jiagang Ren

Publication date 1990

zbMATH Keywords

approximation of stochastic differential equations by ordinary differential equationsquasi-sure continuity of trajectories

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic analysis (60H99)

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(28)

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• On some estimates in quasi sure limit theorem for SDE's
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• Finite dimensional approximation of Riemannian path space geometry.
• Quasi sure quadratic variation of local times of smooth semimartingales.
• Asymptotic behavior of divergences and Cameron-Martin theorem on loop spaces.
• Gaussian measures on linear spaces
• A quasi-sure non-degeneracy property for the Brownian rough path
• Relatively compact families of functionals on abstract Wiener space and applications
• Quasi-sure flows associated with vector fields of low regularity
• Quasi sure analysis of local times of anticipating smooth semimartingales
• Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
• Large deviation principle for fractional Brownian motion with respect to capacity
• Approximation theorem for stochastic differential equations driven by G-Brownian motion
• Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes
• Analyse Quasi-Sure et L'Estimation du Noyau de la Chaleur Pour Temps Petit
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• Quasi-sure limit theorem of parabolic stochastic partial differential equations
• Quasi-sure p-variation of fractional Brownian motion
• Euler schemes and large deviations for stochastic Volterra equations with singular kernels

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