scientific article; zbMATH DE number 796437

MaRDI QIDQ4845595zbMATH OpenFDO

Authors István Gyöngy

Publication date 21 February 1996

zbMATH Keywords

stochastic differential equationsstrong solutionsupport theoremcontinuous semimartingalemonotonicity condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuity and singularity of induced measures (60G30)

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Cited in

(13)

• scientific article; zbMATH DE number 4120104 (Why is no real title available?)
• On the supports of stochastic processes of multiplicity one
• ON THE SUPPORT THEOREM FOR STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
• scientific article; zbMATH DE number 1066383 (Why is no real title available?)
• Support of the solution of a stochastic differential equation
• scientific article; zbMATH DE number 2046385 (Why is no real title available?)
• On the support of solutions to stochastic differential equations with path-dependent coefficients
• Support theorem for stochastic differential equations with Sobolev coefficients
• Support theorem for Lévy-driven stochastic differential equations
• The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion
• Support theorem for jump processes.
• scientific article; zbMATH DE number 7799668 (Why is no real title available?)
• On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem

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