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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Article dans une revue
Séminaire de Probabilités XXXV, 2001, 1755, pp.220-240
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https://hal-univ-tln.archives-ouvertes.fr/hal-00993915
Contributeur : Jean-Jacques Alibert <>
Soumis le : mardi 20 mai 2014 - 17:22:46
Dernière modification le : lundi 21 mars 2016 - 11:33:34

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  • HAL Id : hal-00993915, version 1

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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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