Stochastic differential equations driven by processes generated by divergence form operators. II: Convergence results

DOI10.1051/PS:2007040MaRDI QIDQ5190290zbMATH OpenOpenAlexFDO

Authors Antoine Lejay

Publication date 15 March 2010

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/245833

zbMATH Keywords

condition UTDconvergence of stochastic integralsrough pathsstochastic differential equationsstochastic process generated by divergence form operators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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Cites work

• A note on the notion of geometric rough paths
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• A tour of subriemannian geometries, their geodesics and applications
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• Asymptotics of periodic subelliptic operators
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Cited in

(7)

• A support and density theorem for Markovian rough paths
• On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization
• Yet another introduction to rough paths
• scientific article; zbMATH DE number 1485100 (Why is no real title available?)
• Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem
• A theory of generalized coordinates for stochastic differential equations
• On uniformly subelliptic operators and stochastic area

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