Stroock–Varadhan Theorem for Flows Generated by Stochastic Differential Equations with Interaction
Abstract
We prove a theorem that characterizes the support of a flow generated by a system of stochastic differential equations with interaction.
English version (Springer): Ukrainian Mathematical Journal 54 (2002), no. 2, pp 280-291.
Citation Example: Pilipenko A. Yu. Stroock–Varadhan Theorem for Flows Generated by Stochastic Differential Equations with Interaction // Ukr. Mat. Zh. - 2002. - 54, № 2. - pp. 227-236.
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