On the approximate solutions of the Stratonovitch equation (Q1389781)
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scientific article; zbMATH DE number 1171019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the approximate solutions of the Stratonovitch equation |
scientific article; zbMATH DE number 1171019 |
Statements
On the approximate solutions of the Stratonovitch equation (English)
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5 July 1998
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stochastic differential equations
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Stratonovitch equation
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approximation
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convergence
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Kolmogorov lemma
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quasi-sure analysis
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fractional Liouville-valued Sobolev space
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Wiener space
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support theorem for capacity
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Malliavin calculus
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diffusion process
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