On some estimates in quasi sure limit theorem for SDE's

DOI10.1016/S0007-4497(99)80005-0zbMath0922.60049OpenAlexW2061137509MaRDI QIDQ1275920

Jiangang Ren

Publication date: 14 October 1999

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0007-4497(99)80005-0

zbMATH Keywords

stochastic differential equationMalliavin smooth approximationStroock-Varadhan approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

Quasi-sure analysis of two-parameter stochastic differential equations ⋮ Finite dimensional approximation of Riemannian path space geometry.

Cites Work

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• Lectures on stochastic differential equations and Malliavin calculus
• The Malliavin calculus, a functional analytic approach
• Flows of stochastic dynamical systems: The functional analytic approach
• Quasi sure stochastic flows

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