The support theorem for diffusion processes with boundary condition

zbMath0856.60061MaRDI QIDQ1917684

Frédérique Petit

Publication date: 17 February 1997

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1996__32_2_135_0

zbMATH Keywords

Stratonovich integrationextension of the theorem of support

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (1)

Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model

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