Continuity in a pathwise sense with respect to the coefficients of solutions of stochastic differential equations

DOI10.1016/S0304-4149(97)00024-0zbMath0911.60039OpenAlexW1989655535MaRDI QIDQ1275924

Thomas Skov Knudsen

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00024-0

zbMATH Keywords

stochastic differential equationspathwise continuity

Mathematics Subject Classification ID

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

Cites Work

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• The shuffle algebra on the factors of a word is free
• A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations
• Combinatorics of Hall trees and Hall words
• Lyndon Words, Free Algebras and Shuffles
• Stochastic differential equations and Nilpotent Lie algebras
• Mean square differentiability with respect to the coefficients of solutions of stochastic differential equations
• The algebra of iterated stochastic integrals

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