Quasi-sure analysis of two-parameter stochastic differential equations

DOI10.1080/10451120290019212zbMath1002.60051OpenAlexW2038506391MaRDI QIDQ4542935

Xicheng Zhang, Jiangang Ren

Publication date: 1 January 2003

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

Full work available at URL: https://doi.org/10.1080/10451120290019212

zbMATH Keywords

quasi-sure analysisStroock-Varadhan approximationstochastic differential equations in the plane

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Potentials and capacities on other spaces (31C15)

Related Items (3)

Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ A support theorem for stochastic differential equations driven by a fractional Brownian motion ⋮ NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS

Cites Work

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• Stochastic integrals in the plane
• On some estimates in quasi sure limit theorem for SDE's
• Quasi sure analysis and Stratonovich anticipative stochastic differential equations
• Sobolev spaces of Banach-valued functions associated with a Markov process
• Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space

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