On the support of solutions to stochastic differential equations with path-dependent coefficients

DOI10.1016/j.spa.2019.07.015zbMath1435.60045arXiv1806.08988OpenAlexW2965675876MaRDI QIDQ2309580

Yanyan Li

Publication date: 1 April 2020

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

Full work available at URL: https://arxiv.org/abs/1806.08988

zbMATH Keywords

stochastic differential equationfunctional equationsupport theoremsemimartingaleWiener spacefunctional Itô calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (5)

Markovian integral equations ⋮ Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ Rough differential equations with path-dependent coefficients ⋮ SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES ⋮ Support characterization for regular path-dependent stochastic Volterra integral equations

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