Quasi-sure analysis of two-parameter stochastic differential equations

DOI10.1080/10451120290019212zbMath1002.60051MaRDI QIDQ4542935

Xicheng Zhang, Jiangang Ren

Publication date: 1 January 2003

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

Full work available at URL: https://doi.org/10.1080/10451120290019212

zbMATH Keywords

quasi-sure analysis; Stroock-Varadhan approximation; stochastic differential equations in the plane

Mathematics Subject Classification ID

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

60H07: Stochastic calculus of variations and the Malliavin calculus

31C15: Potentials and capacities on other spaces

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