On the approximate solutions of the Stratonovitch equation.

Feyel, 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 -