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Genericity in Deterministic and Stochastic Differential Equations

Abstract : We prove that the convergence of the approximation with time delay, as well as pathwise uniqueness, are generic properties in ordinary differential equations as well as in stochastic differential equations. This is done in the case where the coefficients are neither bounded nor time continuous. The approximation with time delay is used to obtain existence of weak solutions for SDE. We also prove L^2-convergence of this approximation when only pathwise uniqueness is assumed.
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Contributor : Jean-Jacques Alibert Connect in order to contact the contributor
Submitted on : Tuesday, May 20, 2014 - 5:22:46 PM
Last modification on : Tuesday, December 7, 2021 - 3:16:02 PM


  • HAL Id : hal-00993915, version 1



Jean-Jacques Alibert, Khaled Bahlali. Genericity in Deterministic and Stochastic Differential Equations. Séminaire de Probabilités XXXV, 2001, 1755, pp.220-240. ⟨hal-00993915⟩



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