# On the approximate solutions of the Stratonovitch equation.

Feyel, Denis; de La Pradelle, Arnaud

Electronic Journal of Probability [electronic only] (1998)

- Volume: 3, page Paper No. 7, 14 p.-Paper No. 7, 14 p.
- ISSN: 1083-589X

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topFeyel, Denis, and de La Pradelle, Arnaud. "On the approximate solutions of the Stratonovitch equation.." Electronic Journal of Probability [electronic only] 3 (1998): Paper No. 7, 14 p.-Paper No. 7, 14 p.. <http://eudml.org/doc/119625>.

@article{Feyel1998,

author = {Feyel, Denis, de La Pradelle, Arnaud},

journal = {Electronic Journal of Probability [electronic only]},

keywords = {stochastic differential equations; Stratonovitch equation; approximation; convergence; Kolmogorov lemma; quasi-sure analysis; fractional Liouville-valued Sobolev space; Wiener space; support theorem for capacity; Malliavin calculus; diffusion process},

language = {eng},

pages = {Paper No. 7, 14 p.-Paper No. 7, 14 p.},

publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},

title = {On the approximate solutions of the Stratonovitch equation.},

url = {http://eudml.org/doc/119625},

volume = {3},

year = {1998},

}

TY - JOUR

AU - Feyel, Denis

AU - de La Pradelle, Arnaud

TI - On the approximate solutions of the Stratonovitch equation.

JO - Electronic Journal of Probability [electronic only]

PY - 1998

PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham

VL - 3

SP - Paper No. 7, 14 p.

EP - Paper No. 7, 14 p.

LA - eng

KW - stochastic differential equations; Stratonovitch equation; approximation; convergence; Kolmogorov lemma; quasi-sure analysis; fractional Liouville-valued Sobolev space; Wiener space; support theorem for capacity; Malliavin calculus; diffusion process

UR - http://eudml.org/doc/119625

ER -

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