Stroock–Varadhan Theorem for Flows Generated by Stochastic Differential Equations with Interaction

We prove a theorem that characterizes the support of a flow generated by a system of stochastic differential equations with interaction.

Saved in:
Bibliographic Details
Date:2002
Main Authors: Pilipenko, A. Yu., Пилипенко, А. Ю.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 2002
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4058
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Ukrains’kyi Matematychnyi Zhurnal
Download file: Pdf

Institution

Ukrains’kyi Matematychnyi Zhurnal

Similar Items