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.
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| 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 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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