Support of the solution of a stochastic differential equation

DOI10.1007/BF00971347MaRDI QIDQ1090000zbMATH OpenOpenAlexWikidataFDO

Authors Vigirdas Mackevičius

Publication date 1986

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00971347

zbMATH Keywords

semimartingalesupport of a distributionsymmetric stochastic Stratonovich integral

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Wong-zakai approximation and support theorem for semilinear stochastic partial differential equations with finite dimensional noise in the whole space
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• Conditioning a lifted stochastic system in a product space
• Support theorem for jump processes.
• Some support properties of the laws of invariant spaces of stochastic differential equations
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• On the approximation of stochastic differential equation and on Stroock- Varadhan's support theorem
• Approximation of a stochastic wave equation in dimension three, with application to a support theorem in Hölder norm

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