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Bibliography

Journal Article

Support of solutions of stochastic differential equations in exponential Besov-Orlicz spaces

Ondreját Martin, Šimon Prokop, Kupsa Michal

: Stochastic Analysis and Applications vol.36, 6 (2018), p. 1037-1052

: GA15-08819S, GA ČR

: Stochastic differential equation, topological support, Besov-Orlicz space

: 10.1080/07362994.2018.1524304

: http://library.utia.cas.cz/separaty/2019/SI/ondrejat-0503559.pdf

(eng): The Besov-Orlicz space with the modulus being the square root, the parameter "q" being infinity and with the Young function for the Orlicz norm being the exponential of the square, is currently the smallest known classical function space to which paths of the Wiener process belong almost surely. We consider stochastic differential equations with no global growth condition on the non-linearities and we describe the topological support of the laws of trajectories of the solutions in every Polish subspace of continuous functions into which this Besov-Orlicz space is embedded compactly.

: BA

: 10103

2019-01-07 08:39