Genericity in deterministic and stochastic differential equations

被引:0
|
作者
Alibert, JJ
Bahlali, K
机构
[1] Univ Toulon & Var, UFR Sci, ANLA, F-83957 La Garde, France
[2] Univ Toulon & Var, UFR Sci, PHYMAT, F-83957 La Garde, France
[3] CNRS, Ctr Phys Theor, F-13288 Marseille 9, France
来源
关键词
approximation with time delay; generic property; pathwise uniqness; strong and weak solution;
D O I
暂无
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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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页码:220 / 240
页数:21
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