Displaying similar documents to “Stochastic differential equations driven by processes generated by divergence form operators I: a Wong-Zakai theorem”

Stochastic differential equations driven by processes generated by divergence form operators II: convergence results

Antoine Lejay (2008)

ESAIM: Probability and Statistics

Similarity:

We have seen in a previous article how the theory of “rough paths” allows us to construct solutions of differential equations driven by processes generated by divergence form operators. In this article, we study a convergence criterion which implies that one can interchange the integral with the limit of a family of stochastic processes generated by divergence form operators. As a corollary, we identify stochastic integrals constructed with the theory of rough paths with Stratonovich...

Statistical causality and adapted distribution

Ljiljana Petrović, Sladjana Dimitrijević (2011)

Czechoslovak Mathematical Journal

Similarity:

In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we...