Genericity in Deterministic and Stochastic Differential Equations - Université de Toulon
Article Dans Une Revue Séminaire de Probabilités XXXV Année : 2001

Genericity in Deterministic and Stochastic Differential Equations

Résumé

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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Dates et versions

hal-00993915 , version 1 (20-05-2014)

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  • HAL Id : hal-00993915 , version 1

Citer

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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