Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1994, Volume 39, Issue 3, Pages 649–653 (Mi tvp3842)  

This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

On the support of the solutions of stochastic differential equations

I. Gyöngy
Full-text PDF (318 kB) Citations (3)
Abstract: Let $x=(x(t))_{t\ge 0}$ be a solution of stochastic differential equation (1.1m) generated by a continuous semimartingale and let $x^\omega=(x^\omega(t))_{t\ge 0}$ be a solution of ordinary differential equation (1.1w) generated by absolutely continuous functions The paper generalizing the Strook and Varadhan result [15] shows that the topological support of distributions of the process $(x(t))_{t\ge 0}$ coincides with the closure of the solutions set $\{X^\omega:\omega \text{ are absolutely continuous functions }\}$.
Keywords: stochastic and ordinary differential equations, topological support of distributions of a process, strong solutions of stochastic equations, semimartingales.
Received: 22.03.1989
English version:
Theory of Probability and its Applications, 1994, Volume 39, Issue 3, Pages 519–523
DOI: https://doi.org/10.1137/1139037
Bibliographic databases:
Document Type: Article
Language: English
Citation: I. Gyöngy, “On the support of the solutions of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 39:3 (1994), 649–653; Theory Probab. Appl., 39:3 (1994), 519–523
Citation in format AMSBIB
\Bibitem{Gyo94}
\by I.~Gy\"ongy
\paper On the support of the solutions of stochastic differential equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1994
\vol 39
\issue 3
\pages 649--653
\mathnet{http://mi.mathnet.ru/tvp3842}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1347193}
\zmath{https://zbmath.org/?q=an:0837.60055}
\transl
\jour Theory Probab. Appl.
\yr 1994
\vol 39
\issue 3
\pages 519--523
\crossref{https://doi.org/10.1137/1139037}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1995TF06800012}
Linking options:
  • https://www.mathnet.ru/eng/tvp3842
  • https://www.mathnet.ru/eng/tvp/v39/i3/p649
  • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024