On the approximate solutions of the Stratonovitch equation

DOI10.1214/EJP.v3-29zbMath0901.60028OpenAlexW1993401739MaRDI QIDQ1389781

Denis Feyel, Arnaud De La Pradelle

Publication date: 5 July 1998

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119625

zbMATH Keywords

convergenceMalliavin calculusstochastic differential equationsapproximationdiffusion processWiener spacequasi-sure analysisKolmogorov lemmafractional Liouville-valued Sobolev spaceStratonovitch equationsupport theorem for capacity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07)

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