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1998 On the Approximate Solutions of the Stratonovitch Equation
D. Feyel, A. de La Pradelle
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Electron. J. Probab. 3: 1-14 (1998). DOI: 10.1214/EJP.v3-29


We present new methods for proving the convergence of the classical approximations of the Stratonovitch equation. We especially make use of the fractional Liouville-valued Sobolev space $W^{r,p}({\cal J}_{\alpha,p})$. We then obtain a support theorem for the capacity $c_{r,p}$.


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D. Feyel. A. de La Pradelle. "On the Approximate Solutions of the Stratonovitch Equation." Electron. J. Probab. 3 1 - 14, 1998.


Accepted: 13 May 1998; Published: 1998
First available in Project Euclid: 29 January 2016

zbMATH: 0901.60028
MathSciNet: MR1624858
Digital Object Identifier: 10.1214/EJP.v3-29

Primary: 60G17
Secondary: 60H07 , 60H10

Keywords: Kolmogorov lemma , quasi-sure analysis , Stratonovitch equations

Vol.3 • 1998
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