Support theorems for a class of anticipating stochastic differentialequations

DOI10.1080/17442509208833760MaRDI QIDQ4018632zbMATH OpenOpenAlexFDO

Authors Annie Millet, David Nualart

Publication date 16 January 1993

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509208833760

zbMATH Keywords

stochastic flowsstochastic integralssupport theoremStratonovich stochastic differential equationsapproximate continuitydouble Wiener integrals

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces
• Support of the solution of a stochastic differential equation
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• On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem

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