On error operators related to the arbitrary functions principle

DOI10.1016/j.jfa.2007.01.012zbMath1129.60071arXiv1301.6385OpenAlexW2021489193MaRDI QIDQ2460022

Nicolas Bouleau

Publication date: 14 November 2007

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6385

zbMATH Keywords

stochastic differential equationDirichlet formsmechanical systemGirsanov theoremEuler schemeRajchman measurestable convergencesquare field operatorarbitrary functions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Probabilistic potential theory (60J45) Functional limit theorems; invariance principles (60F17)

Cites Work

• When and how an error yields a Dirichlet form
• Limit distributions for the error in approximations of stochastic integrals
• Asymptotic error distributions for the Euler method for stochastic differential equations
• Dirichlet forms and symmetric Markov processes
• Seventy years of Rajchman measures
• The Method of Arbitrary Functions
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