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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Journal articles
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https://hal-univ-tln.archives-ouvertes.fr/hal-00993915
Contributor : Jean-Jacques Alibert <>
Submitted on : Tuesday, May 20, 2014 - 5:22:46 PM
Last modification on : Tuesday, June 19, 2018 - 3:50:01 PM

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

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