Quasi-sure analysis of two-parameter stochastic differential equations

DOI10.1080/10451120290019212MaRDI QIDQ4542935zbMATH OpenOpenAlexFDO

Authors Xicheng Zhang, Jiagang 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 analysisStroock-Varadhan approximationstochastic differential equations in the plane

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Potentials and capacities on other spaces (31C15)

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Cites work

• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• Estimate on moments of the solutions to stochastic differential equations in the plane
• Existence of strong solutions for stochastic differential equations in the plane
• On some estimates in quasi sure limit theorem for SDE's
• On the quadratic variation of two-parameter continuous martingales
• Quasi sure analysis and Stratonovich anticipative stochastic differential equations
• Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space
• Sobolev spaces of Banach-valued functions associated with a Markov process
• Stochastic differential equations on the plane: Smoothness of the solution
• Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
• Stochastic integrals in the plane

Cited in

(10)

• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
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• Quasi-sure stochastic analysis through aggregation
• Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients
• scientific article; zbMATH DE number 6674188 (Why is no real title available?)
• A support theorem for stochastic differential equations driven by a fractional Brownian motion
• scientific article; zbMATH DE number 1530321 (Why is no real title available?)
• Stochastic 2-microlocal analysis
• Approximate analysis of nonlinear stochastic differential equations using certain generalized quasi-moment functions
• Pathwise convergence under Knightian uncertainty

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