Support theorems for a class of anticipating stochastic differentialequations

DOI10.1080/17442509208833760zbMath0762.60048OpenAlexW2054263085MaRDI QIDQ4018632

David Nualart, Annie Millet

Publication date: 16 January 1993

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833760

zbMATH Keywords

support theoremstochastic integralsstochastic flowsStratonovich stochastic differential equationsapproximate continuitydouble Wiener integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Partial mixing and Edgeworth expansion ⋮ Good rough path sequences and applications to anticipating stochastic calculus ⋮ SUPPORT THEOREM FOR PINNED DIFFUSION PROCESSES ⋮ The Onsager-Machlup functional for a class of anticipating processes ⋮ A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces

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