On the mollifier approximation for solutions of stochastic differential equations

DOI10.1215/kjm/1250521812zbMath0496.60062OpenAlexW1500808492MaRDI QIDQ1169978

Shu Jia Guo

Publication date: 1982

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250521812

zbMATH Keywords

transfer principlemollifier approximation

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (3)

Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ Persistence of \(C^1\) inertial manifolds under small random perturbations ⋮ Finite dimensional approximations to Wiener measure and path integral formulas on manifolds

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