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Stroock–Varadhan Theorem for Flows Generated by Stochastic Differential Equations with Interaction

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Ukrainian Mathematical Journal Aims and scope

Abstract

We prove a theorem that characterizes the support of a flow generated by a system of stochastic differential equations with interaction.

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Authors and Affiliations

  1. Institute of Mathematics, Ukrainian Academy of Sciences, Kiev

    A. Yu. Pilipenko

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  1. A. Yu. Pilipenko
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Pilipenko, A.Y. Stroock–Varadhan Theorem for Flows Generated by Stochastic Differential Equations with Interaction. Ukrainian Mathematical Journal 54, 280–291 (2002). https://doi.org/10.1023/A:1020142714219

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  • DOI: https://doi.org/10.1023/A:1020142714219

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